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 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'385 CHF | 110'385 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 105'470 CHF | 106'476 CHF | 99.98% | 99.98% |
18.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'960 CHF | 111'960 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 98'218 | 98'213 | 110'263 CHF | 111'257 CHF | 99.99% | 99.99% |
14.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 112'521 CHF | 113'524 CHF | 99.26% | 99.26% |
13.11.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 99'592 | 99'592 | 106'569 CHF | 107'571 CHF | 95.46% | 95.46% |
12.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'941 CHF | 106'941 CHF | 99.99% | 99.99% |
11.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'611 CHF | 104'611 CHF | 99.99% | 99.99% |
08.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'470 CHF | 97'470 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 98'801 CHF | 99'803 CHF | 99.99% | 99.99% |