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 | 0.90% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'098 CHF | 112'098 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 107'704 CHF | 108'711 CHF | 99.97% | 99.97% |
18.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'112 CHF | 112'112 CHF | 100.00% | 100.00% |
15.11.2024 | 1.02% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 98'215 | 98'210 | 108'720 CHF | 109'713 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 112'477 CHF | 113'481 CHF | 99.29% | 99.29% |
13.11.2024 | 0.97% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'592 | 99'592 | 105'189 CHF | 106'191 CHF | 95.63% | 95.63% |
12.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'096 CHF | 106'096 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'026 CHF | 102'026 CHF | 100.00% | 100.00% |
08.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'053 CHF | 92'053 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 90'419 CHF | 91'421 CHF | 99.99% | 99.99% |