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 | 1.05% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'838 CHF | 95'838 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 94'539 CHF | 95'546 CHF | 99.97% | 99.97% |
18.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'003 CHF | 94'003 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 98'218 | 98'210 | 89'815 CHF | 90'808 CHF | 99.99% | 99.99% |
14.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 92'287 CHF | 93'290 CHF | 99.30% | 99.30% |
13.11.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 99'598 | 99'598 | 92'291 CHF | 93'293 CHF | 96.87% | 96.87% |
12.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'588 CHF | 94'588 CHF | 100.00% | 100.00% |
11.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'313 CHF | 93'313 CHF | 99.99% | 99.99% |
08.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'025 CHF | 92'025 CHF | 100.00% | 100.00% |
07.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 87'313 CHF | 88'314 CHF | 99.99% | 99.99% |