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 | 1.12% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'913 CHF | 89'913 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 85'867 CHF | 86'874 CHF | 99.96% | 99.96% |
18.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'752 CHF | 89'752 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 98'217 | 98'210 | 86'858 CHF | 87'851 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 90'301 CHF | 91'305 CHF | 99.29% | 99.29% |
13.11.2024 | 1.23% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'596 | 99'596 | 83'071 CHF | 84'073 CHF | 96.51% | 96.51% |
12.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'975 CHF | 83'975 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'973 CHF | 79'973 CHF | 100.00% | 100.00% |
08.11.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'150 CHF | 70'150 CHF | 100.00% | 100.00% |
07.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 68'506 CHF | 69'508 CHF | 99.99% | 99.99% |