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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'519 | 100'519 | 53'674 CHF | 54'679 CHF | 99.39% | 99.39% |
20.11.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'599 CHF | 58'599 CHF | 99.38% | 99.38% |
19.11.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 116'627 | 116'628 | 56'638 CHF | 57'804 CHF | 99.23% | 99.23% |
18.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'785 CHF | 53'785 CHF | 99.28% | 99.28% |
15.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'524 CHF | 54'524 CHF | 99.37% | 99.37% |
14.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'703 CHF | 56'703 CHF | 99.36% | 99.36% |
13.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'887 CHF | 56'887 CHF | 99.38% | 99.38% |
12.11.2024 | 1.69% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'881 CHF | 59'881 CHF | 99.06% | 99.06% |
11.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'134 | 99'134 | 63'795 CHF | 64'786 CHF | 99.22% | 99.22% |
08.11.2024 | 2.27% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 127'624 | 127'624 | 55'719 CHF | 56'995 CHF | 99.38% | 99.38% |