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 | 0.91% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'889 CHF | 110'889 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 109'391 CHF | 110'397 CHF | 99.97% | 99.97% |
18.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'072 CHF | 109'072 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 98'216 | 98'210 | 104'617 CHF | 105'611 CHF | 99.99% | 99.99% |
14.11.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 107'254 CHF | 108'258 CHF | 99.29% | 99.29% |
13.11.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 99'596 | 99'596 | 107'274 CHF | 108'276 CHF | 96.39% | 96.39% |
12.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'661 CHF | 109'661 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'411 CHF | 108'411 CHF | 99.99% | 99.99% |
08.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'092 CHF | 107'092 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 102'355 CHF | 103'357 CHF | 99.99% | 99.99% |