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 | 0.89% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'829 CHF | 112'829 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 111'304 CHF | 112'311 CHF | 99.96% | 99.96% |
18.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'003 CHF | 111'003 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 98'216 | 98'210 | 106'518 CHF | 107'512 CHF | 99.99% | 99.99% |
14.11.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 109'180 CHF | 110'183 CHF | 99.27% | 99.27% |
13.11.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 99'596 | 99'596 | 109'230 CHF | 110'232 CHF | 96.41% | 96.41% |
12.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'602 CHF | 111'602 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'331 CHF | 110'331 CHF | 99.99% | 99.99% |
08.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'050 CHF | 109'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 104'294 CHF | 105'296 CHF | 99.99% | 99.99% |