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 | 1.73% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'240 CHF | 58'240 CHF | 100.00% | 100.00% |
19.11.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'211 CHF | 56'211 CHF | 100.00% | 100.00% |
18.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'679 CHF | 54'679 CHF | 100.00% | 100.00% |
15.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'931 CHF | 55'931 CHF | 100.00% | 100.00% |
14.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'122 | 100'000 | 52'965 CHF | 53'905 CHF | 99.22% | 99.22% |
13.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 104'259 | 99'160 | 51'920 CHF | 50'415 CHF | 99.36% | 99.36% |
12.11.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'829 CHF | 58'829 CHF | 100.00% | 100.00% |
11.11.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'407 CHF | 67'407 CHF | 100.00% | 100.00% |
08.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'013 CHF | 66'013 CHF | 100.00% | 100.00% |
07.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 98'958 | 97'395 | 65'195 CHF | 65'166 CHF | 98.73% | 98.73% |