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 | 1.09% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'357 CHF | 92'357 CHF | 100.00% | 100.00% |
19.11.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 87'676 CHF | 88'683 CHF | 99.98% | 99.98% |
18.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'940 CHF | 93'940 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 98'220 | 98'213 | 92'545 CHF | 93'538 CHF | 99.99% | 99.99% |
14.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 94'610 CHF | 95'613 CHF | 99.27% | 99.27% |
13.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'592 | 99'592 | 88'591 CHF | 89'593 CHF | 95.50% | 95.50% |
12.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'898 CHF | 88'898 CHF | 99.99% | 99.99% |
11.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'561 CHF | 86'561 CHF | 99.99% | 99.99% |
08.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'434 CHF | 79'434 CHF | 100.00% | 100.00% |
07.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 80'815 CHF | 81'817 CHF | 99.99% | 99.99% |