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 | 1.05% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 99'440 | 99'440 | 94'578 CHF | 95'572 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 97'053 CHF | 98'023 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 98'215 CHF | 99'175 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 94'000 | 94'000 | 94'139 | 94'139 | 98'119 CHF | 99'061 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 98'194 CHF | 99'147 CHF | 99.34% | 99.34% |
13.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 97'860 CHF | 98'811 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 96'000 | 96'000 | 94'320 | 94'320 | 98'326 CHF | 99'269 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 100'262 CHF | 101'202 CHF | 99.93% | 99.93% |
08.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 96'000 | 96'000 | 95'519 | 95'519 | 98'289 CHF | 99'244 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 94'000 | 94'000 | 93'996 | 93'996 | 99'749 CHF | 100'689 CHF | 100.00% | 100.00% |