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 | 1.46% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'197 CHF | 69'197 CHF | 99.39% | 99.39% |
19.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'566 CHF | 33'066 CHF | 99.30% | 99.30% |
18.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'376 CHF | 36'876 CHF | 99.31% | 99.31% |
15.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'604 CHF | 37'104 CHF | 99.39% | 99.39% |
14.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'906 CHF | 33'406 CHF | 99.37% | 99.37% |
13.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'780 CHF | 34'280 CHF | 99.39% | 99.39% |
12.11.2024 | 1.38% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'910 CHF | 36'410 CHF | 99.09% | 99.09% |
11.11.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'504 CHF | 44'004 CHF | 99.29% | 99.29% |
08.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'117 CHF | 40'617 CHF | 99.39% | 99.39% |
07.11.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'609 CHF | 48'109 CHF | 99.28% | 99.28% |