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 | 1.54% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 97'851 | 97'851 | 63'083 CHF | 64'061 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'721 CHF | 60'721 CHF | 99.86% | 99.86% |
18.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'375 CHF | 63'375 CHF | 99.89% | 99.89% |
15.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'145 CHF | 65'145 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 81'510 | 81'510 | 54'894 CHF | 55'709 CHF | 100.00% | 100.00% |
13.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 86'405 | 86'405 | 57'142 CHF | 58'006 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'684 CHF | 60'434 CHF | 99.68% | 99.68% |
11.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'451 CHF | 63'201 CHF | 99.91% | 99.91% |
08.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'040 CHF | 57'790 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'618 CHF | 61'368 CHF | 99.89% | 99.89% |