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 | 1.78% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'579 CHF | 56'579 CHF | 100.00% | 100.00% |
19.11.2024 | 1.79% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'561 CHF | 56'561 CHF | 99.26% | 99.26% |
18.11.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'884 CHF | 60'884 CHF | 99.89% | 99.89% |
15.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'768 CHF | 60'768 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'472 CHF | 59'472 CHF | 100.00% | 100.00% |
13.11.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'213 CHF | 54'213 CHF | 100.00% | 100.00% |
12.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'918 CHF | 57'918 CHF | 99.66% | 99.66% |
11.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'415 CHF | 57'415 CHF | 99.89% | 99.89% |
08.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'921 CHF | 55'921 CHF | 100.00% | 100.00% |
07.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'823 CHF | 53'823 CHF | 99.91% | 99.91% |