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% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'534 CHF | 65'534 CHF | 99.39% | 99.39% |
19.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'357 CHF | 48'107 CHF | 98.68% | 98.68% |
18.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'594 CHF | 47'344 CHF | 99.29% | 99.29% |
15.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 44'863 CHF | 45'613 CHF | 99.39% | 99.39% |
14.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'742 CHF | 48'492 CHF | 99.37% | 99.37% |
13.11.2024 | 1.65% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'344 CHF | 46'094 CHF | 99.39% | 99.39% |
12.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'101 CHF | 40'851 CHF | 99.09% | 99.09% |
11.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'727 CHF | 40'477 CHF | 99.29% | 99.29% |
08.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'933 CHF | 40'683 CHF | 99.39% | 99.39% |
07.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'494 CHF | 37'244 CHF | 99.27% | 99.27% |