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 | 1.13% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'095 CHF | 89'095 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 85'059 CHF | 86'066 CHF | 99.98% | 99.98% |
18.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'069 CHF | 89'069 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 98'217 | 98'210 | 86'062 CHF | 87'055 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 89'540 CHF | 90'544 CHF | 99.28% | 99.28% |
13.11.2024 | 1.24% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'592 | 99'592 | 82'323 CHF | 83'325 CHF | 95.61% | 95.61% |
12.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'155 CHF | 83'155 CHF | 100.00% | 100.00% |
11.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'135 CHF | 79'135 CHF | 100.00% | 100.00% |
08.11.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'334 CHF | 69'334 CHF | 100.00% | 100.00% |
07.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 67'756 CHF | 68'757 CHF | 99.99% | 99.99% |