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 | 1.26% | 0.99 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'639 CHF | 100'902 CHF | 100.00% | 100.00% |
19.11.2024 | 1.35% | 0.97 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'072 CHF | 101'428 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'933 CHF | 103'377 CHF | 100.00% | 100.00% |
15.11.2024 | 1.45% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'881 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 1.03 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'381 CHF | 103'926 CHF | 99.52% | 99.52% |
13.11.2024 | 1.53% | 1.02 CHF | 1.04 CHF | 100'000 | 100'000 | 99'147 | 99'147 | 102'046 CHF | 103'612 CHF | 99.32% | 99.32% |
12.11.2024 | 1.17% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'674 CHF | 105'911 CHF | 100.00% | 100.00% |
11.11.2024 | 1.23% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'112 CHF | 107'424 CHF | 100.00% | 100.00% |
08.11.2024 | 1.45% | 1.05 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'246 CHF | 106'784 CHF | 100.00% | 100.00% |
07.11.2024 | 1.53% | 1.06 CHF | 1.08 CHF | 100'000 | 100'000 | 97'408 | 97'408 | 103'249 CHF | 104'810 CHF | 99.13% | 99.13% |