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 | 0.98% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'834 CHF | 102'834 CHF | 99.97% | 99.97% |
19.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'915 CHF | 102'915 CHF | 99.83% | 99.83% |
18.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'650 CHF | 99.91% | 99.91% |
15.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'037 CHF | 100'037 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'833 CHF | 101'833 CHF | 99.64% | 99.64% |
13.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'542 CHF | 101'542 CHF | 99.94% | 99.94% |
12.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'885 CHF | 99'885 CHF | 99.78% | 99.78% |
11.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'461 CHF | 94'461 CHF | 99.81% | 99.81% |
08.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'201 CHF | 95'201 CHF | 99.84% | 99.84% |
07.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'922 CHF | 91'922 CHF | 99.90% | 99.90% |