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 | 0.95% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'512 CHF | 105'512 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 104'058 CHF | 105'064 CHF | 99.97% | 99.97% |
18.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'626 CHF | 103'626 CHF | 100.00% | 100.00% |
15.11.2024 | 1.13% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 98'218 | 98'210 | 99'218 CHF | 100'210 CHF | 99.99% | 99.99% |
14.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 101'876 CHF | 102'879 CHF | 99.29% | 99.29% |
13.11.2024 | 1.00% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 99'599 | 99'599 | 101'882 CHF | 102'884 CHF | 97.03% | 97.03% |
12.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'125 CHF | 104'125 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'968 CHF | 102'968 CHF | 99.99% | 99.99% |
08.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'698 CHF | 101'698 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 96'972 CHF | 97'974 CHF | 99.99% | 99.99% |