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 | 1.57% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'212 CHF | 64'212 CHF | 99.39% | 99.39% |
19.11.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'437 CHF | 31'937 CHF | 98.60% | 98.60% |
18.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'519 CHF | 32'019 CHF | 99.31% | 99.31% |
15.11.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'603 CHF | 29'103 CHF | 99.38% | 99.38% |
14.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'086 CHF | 33'586 CHF | 99.37% | 99.37% |
13.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'054 CHF | 32'554 CHF | 99.39% | 99.39% |
12.11.2024 | 1.65% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'021 CHF | 30'521 CHF | 99.09% | 99.09% |