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 | 1.18% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'064 CHF | 85'064 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 83'913 CHF | 84'920 CHF | 99.95% | 99.95% |
18.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'195 CHF | 83'195 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 98'220 | 98'210 | 79'228 CHF | 80'220 CHF | 99.99% | 99.99% |
14.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 81'608 CHF | 82'611 CHF | 99.26% | 99.26% |
13.11.2024 | 1.25% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 81'412 CHF | 82'414 CHF | 84.84% | 84.84% |
12.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'787 CHF | 83'787 CHF | 100.00% | 100.00% |
11.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'575 CHF | 82'575 CHF | 99.99% | 99.99% |
08.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'219 CHF | 81'219 CHF | 100.00% | 100.00% |
07.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 76'604 CHF | 77'606 CHF | 99.99% | 99.99% |