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 | 1.17% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'146 CHF | 86'146 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 84'954 CHF | 85'961 CHF | 99.97% | 99.97% |
18.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'225 CHF | 84'225 CHF | 100.00% | 100.00% |
15.11.2024 | 1.38% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 98'219 | 98'209 | 80'236 CHF | 81'227 CHF | 99.99% | 99.99% |
14.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 82'663 CHF | 83'666 CHF | 99.28% | 99.28% |
13.11.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 82'473 CHF | 83'475 CHF | 84.85% | 84.85% |
12.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'838 CHF | 84'838 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'626 CHF | 83'626 CHF | 99.99% | 99.99% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'262 CHF | 82'262 CHF | 100.00% | 100.00% |
07.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 77'668 CHF | 78'670 CHF | 99.99% | 99.99% |