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 | 1.02% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'417 CHF | 98'417 CHF | 100.00% | 100.00% |
19.11.2024 | 1.15% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 94'238 CHF | 95'245 CHF | 99.98% | 99.98% |
18.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'345 CHF | 98'345 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 98'217 | 98'210 | 95'306 CHF | 96'298 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 98'806 CHF | 99'810 CHF | 99.31% | 99.31% |
13.11.2024 | 1.12% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'582 | 99'582 | 91'478 CHF | 92'480 CHF | 93.31% | 93.31% |
12.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'370 CHF | 92'370 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'415 CHF | 88'415 CHF | 100.00% | 100.00% |
08.11.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'517 CHF | 78'517 CHF | 100.00% | 100.00% |
07.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 76'934 CHF | 77'935 CHF | 99.99% | 99.99% |