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 | 1.50% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'056 CHF | 67'056 CHF | 90.20% | 90.20% |
19.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'654 CHF | 69'654 CHF | 100.00% | 100.00% |
18.11.2024 | 1.88% | 0.66 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'699 CHF | 67'965 CHF | 99.38% | 99.38% |
15.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 87'631 | 75'000 | 54'001 CHF | 46'994 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'121 CHF | 62'121 CHF | 99.22% | 99.22% |
13.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'559 | 99'159 | 65'347 CHF | 66'091 CHF | 99.36% | 99.36% |
12.11.2024 | 1.64% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 88'514 | 75'000 | 53'427 CHF | 46'085 CHF | 100.00% | 100.00% |
11.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'849 | 75'000 | 51'541 CHF | 42'855 CHF | 100.00% | 100.00% |
08.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'535 | 75'000 | 54'531 CHF | 46'436 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 98'958 | 97'396 | 60'347 CHF | 60'322 CHF | 98.73% | 98.73% |