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 | 1.07% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'896 CHF | 143'427 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'156 CHF | 141'601 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 1.42 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'327 CHF | 142'823 CHF | 99.51% | 99.51% |
15.11.2024 | 1.08% | 1.44 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'457 CHF | 147'035 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 1.51 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'260 CHF | 149'750 CHF | 99.44% | 99.44% |
13.11.2024 | 1.02% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 99'373 | 99'373 | 145'065 CHF | 146'550 CHF | 98.88% | 98.88% |
12.11.2024 | 1.06% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'210 CHF | 151'816 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 1.53 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'978 CHF | 155'511 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 1.52 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'026 CHF | 154'553 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 97'402 | 97'402 | 150'760 CHF | 152'266 CHF | 99.06% | 99.06% |