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 | 1.69% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'594 CHF | 59'594 CHF | 99.36% | 99.36% |
20.11.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'504 CHF | 63'504 CHF | 99.39% | 99.39% |
19.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'532 CHF | 56'532 CHF | 99.26% | 99.26% |
18.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'501 CHF | 59'501 CHF | 99.26% | 99.26% |
15.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'152 CHF | 60'152 CHF | 99.38% | 99.38% |
14.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'405 CHF | 61'405 CHF | 99.31% | 99.31% |
13.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'639 CHF | 61'639 CHF | 99.36% | 99.36% |
12.11.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 97'160 | 97'160 | 60'933 CHF | 61'905 CHF | 99.03% | 99.03% |
11.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 77'837 | 77'837 | 52'315 CHF | 53'093 CHF | 99.29% | 99.29% |
08.11.2024 | 1.95% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 107'701 | 107'701 | 54'599 CHF | 55'676 CHF | 99.38% | 99.38% |