Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.44% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'898 CHF | 69'898 CHF | 90.21% | 90.21% |
19.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'473 CHF | 72'473 CHF | 100.00% | 100.00% |
18.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'505 CHF | 70'505 CHF | 99.38% | 99.38% |
15.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'532 CHF | 49'061 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'974 CHF | 64'974 CHF | 99.22% | 99.22% |
13.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'559 | 99'159 | 68'182 CHF | 68'913 CHF | 99.36% | 99.36% |
12.11.2024 | 1.57% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 84'569 | 75'000 | 53'460 CHF | 48'233 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'024 CHF | 44'936 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'422 | 75'000 | 51'045 CHF | 48'481 CHF | 100.00% | 100.00% |
07.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 98'958 | 97'396 | 62'950 CHF | 62'880 CHF | 98.73% | 98.73% |