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 | 1.49% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'713 CHF | 67'713 CHF | 99.42% | 99.42% |
20.11.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'417 CHF | 71'417 CHF | 99.49% | 99.49% |
19.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'986 CHF | 72'986 CHF | 99.01% | 99.01% |
18.11.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'028 CHF | 68'028 CHF | 99.08% | 99.08% |
15.11.2024 | 1.96% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'447 CHF | 52'447 CHF | 99.43% | 99.43% |
14.11.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'610 CHF | 43'610 CHF | 99.49% | 99.49% |
13.11.2024 | 2.09% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'407 CHF | 48'407 CHF | 99.21% | 99.21% |
12.11.2024 | 1.57% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'694 CHF | 64'694 CHF | 99.08% | 99.08% |
11.11.2024 | 1.36% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'882 CHF | 73'882 CHF | 99.39% | 99.39% |
08.11.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'166 CHF | 70'166 CHF | 99.49% | 99.49% |