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 | 1.07% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'761 CHF | 93'761 CHF | 100.00% | 100.00% |
19.11.2024 | 1.17% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 92'470 CHF | 93'477 CHF | 99.94% | 99.94% |
18.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'915 CHF | 91'915 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 98'218 | 98'210 | 87'755 CHF | 88'748 CHF | 99.99% | 99.99% |
14.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 90'220 CHF | 91'224 CHF | 99.24% | 99.24% |
13.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 99'598 | 99'598 | 90'237 CHF | 91'239 CHF | 96.91% | 96.91% |
12.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'467 CHF | 92'467 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'220 CHF | 91'220 CHF | 99.99% | 99.99% |
08.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'958 CHF | 89'958 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 85'240 CHF | 86'242 CHF | 99.99% | 99.99% |