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 | 1.58% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'672 CHF | 63'672 CHF | 99.36% | 99.36% |
19.11.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'745 CHF | 57'745 CHF | 99.27% | 99.27% |
18.11.2024 | 1.52% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 89'585 | 89'585 | 58'180 CHF | 59'076 CHF | 99.23% | 99.23% |
15.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 94'543 | 94'543 | 60'774 CHF | 61'720 CHF | 99.39% | 99.39% |
14.11.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'000 CHF | 62'000 CHF | 99.34% | 99.34% |
13.11.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 102'770 | 102'769 | 56'197 CHF | 57'225 CHF | 96.00% | 96.00% |
12.11.2024 | 2.81% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 154'152 | 154'152 | 54'045 CHF | 55'587 CHF | 90.18% | 90.18% |
11.11.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 159'118 | 159'119 | 53'161 CHF | 54'752 CHF | 99.23% | 99.23% |
08.11.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 197'498 | 197'498 | 53'418 CHF | 55'393 CHF | 99.38% | 99.38% |
07.11.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 207'810 | 207'810 | 51'683 CHF | 53'762 CHF | 99.26% | 99.26% |