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 | 1.26% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'694 CHF | 79'694 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 80'228 CHF | 81'235 CHF | 99.98% | 99.98% |
18.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'355 CHF | 78'355 CHF | 100.00% | 100.00% |
15.11.2024 | 1.48% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 98'222 | 98'213 | 75'286 CHF | 76'279 CHF | 99.99% | 99.99% |
14.11.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 75'313 CHF | 76'316 CHF | 99.26% | 99.26% |
13.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'593 | 99'593 | 81'944 CHF | 82'946 CHF | 95.64% | 95.64% |
12.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'498 CHF | 84'498 CHF | 99.99% | 99.99% |
11.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'992 CHF | 86'992 CHF | 99.99% | 99.99% |
08.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'587 CHF | 94'587 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 90'802 CHF | 91'804 CHF | 99.99% | 99.99% |