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 | 1.19% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'784 CHF | 84'784 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 80'382 CHF | 81'389 CHF | 99.97% | 99.97% |
18.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'629 CHF | 86'629 CHF | 100.00% | 100.00% |
15.11.2024 | 1.30% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 98'220 | 98'213 | 85'314 CHF | 86'308 CHF | 99.99% | 99.99% |
14.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 87'101 CHF | 88'104 CHF | 99.26% | 99.26% |
13.11.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'599 | 99'599 | 81'218 CHF | 82'220 CHF | 97.19% | 97.19% |
12.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'416 CHF | 81'416 CHF | 99.99% | 99.99% |
11.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'098 CHF | 79'098 CHF | 99.99% | 99.99% |
08.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 70'883 CHF | 71'883 CHF | 100.00% | 100.00% |
07.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 73'413 CHF | 74'415 CHF | 99.99% | 99.99% |