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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.11.2024 | 0.69% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 71'387 | 71'387 | 184'507 CHF | 185'599 CHF | 97.53% | 97.53% |
06.11.2024 | 0.68% | 2.04 CHF | 2.06 CHF | 100'000 | 100'000 | 88'278 | 88'278 | 188'802 CHF | 189'947 CHF | 100.00% | 100.00% |
05.11.2024 | 0.57% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 202'785 CHF | 203'938 CHF | 100.00% | 100.00% |
04.11.2024 | 0.61% | 1.95 CHF | 1.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'985 CHF | 198'197 CHF | 100.00% | 100.00% |
01.11.2024 | 0.56% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 99'482 | 99'482 | 203'385 CHF | 204'526 CHF | 99.49% | 99.49% |
31.10.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 196'149 CHF | 197'149 CHF | 99.06% | 99.06% |
30.10.2024 | 0.58% | 2.04 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 205'327 CHF | 206'519 CHF | 97.17% | 97.17% |
29.10.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'040 CHF | 214'040 CHF | 100.00% | 100.00% |
28.10.2024 | 0.56% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 208'451 CHF | 209'630 CHF | 100.00% | 100.00% |
25.10.2024 | 0.57% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 206'275 CHF | 207'448 CHF | 98.72% | 98.72% |