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 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'004 CHF | 66'004 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'012 CHF | 69'012 CHF | 93.14% | 93.14% |
18.11.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'384 CHF | 78'392 CHF | 93.17% | 93.17% |
15.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'216 CHF | 91'289 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'374 CHF | 76'244 CHF | 99.57% | 99.57% |
13.11.2024 | 1.25% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 74'665 | 74'442 | 70'920 CHF | 71'595 CHF | 99.32% | 99.32% |
12.11.2024 | 1.08% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'417 CHF | 93'418 CHF | 100.00% | 100.00% |
11.11.2024 | 2.63% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 61'884 | 61'884 | 49'609 CHF | 50'754 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'145 CHF | 89'128 CHF | 100.00% | 100.00% |
07.11.2024 | 3.65% | 1.10 CHF | 1.13 CHF | 50'000 | 25'000 | 34'239 | 18'707 | 35'294 CHF | 20'563 CHF | 88.62% | 88.62% |