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 | 1.54% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'676 CHF | 83'961 CHF | 100.00% | 100.00% |
19.11.2024 | 1.62% | 0.80 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'073 CHF | 84'428 CHF | 100.00% | 100.00% |
18.11.2024 | 1.62% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'993 CHF | 86'377 CHF | 100.00% | 100.00% |
15.11.2024 | 1.74% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'400 CHF | 85'881 CHF | 99.99% | 99.99% |
14.11.2024 | 1.79% | 0.86 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'381 CHF | 86'926 CHF | 99.52% | 99.52% |
13.11.2024 | 1.87% | 0.85 CHF | 0.87 CHF | 100'000 | 100'000 | 99'265 | 99'147 | 85'291 CHF | 86'789 CHF | 99.32% | 99.32% |
12.11.2024 | 1.37% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'697 CHF | 88'911 CHF | 100.00% | 100.00% |
11.11.2024 | 1.44% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'127 CHF | 90'424 CHF | 100.00% | 100.00% |
08.11.2024 | 1.75% | 0.88 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'246 CHF | 89'802 CHF | 100.00% | 100.00% |
07.11.2024 | 1.86% | 0.89 CHF | 0.91 CHF | 100'000 | 100'000 | 97'926 | 97'408 | 87'144 CHF | 88'280 CHF | 99.13% | 99.13% |