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 | 1.41% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'481 CHF | 71'481 CHF | 99.39% | 99.39% |
19.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'322 CHF | 65'322 CHF | 99.30% | 99.30% |
18.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'337 CHF | 68'337 CHF | 99.30% | 99.30% |
15.11.2024 | 1.27% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'523 CHF | 79'523 CHF | 99.37% | 99.37% |
14.11.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'856 CHF | 74'856 CHF | 99.36% | 99.36% |
13.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'532 CHF | 77'532 CHF | 99.38% | 99.38% |
12.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'283 CHF | 75'283 CHF | 99.09% | 99.09% |
11.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'887 CHF | 78'887 CHF | 99.31% | 99.31% |
08.11.2024 | 1.52% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'364 CHF | 66'364 CHF | 99.39% | 99.39% |
07.11.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'398 CHF | 77'398 CHF | 99.27% | 99.27% |