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 | 1.18% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'430 CHF | 85'430 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 85'771 CHF | 86'777 CHF | 99.98% | 99.98% |
18.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'060 CHF | 84'060 CHF | 100.00% | 100.00% |
15.11.2024 | 1.38% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 98'222 | 98'213 | 80'721 CHF | 81'713 CHF | 99.99% | 99.99% |
14.11.2024 | 1.28% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 80'967 CHF | 81'971 CHF | 99.28% | 99.28% |
13.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'583 | 99'583 | 87'440 CHF | 88'442 CHF | 93.27% | 93.27% |
12.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'052 CHF | 90'052 CHF | 99.99% | 99.99% |
11.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'557 CHF | 92'557 CHF | 99.99% | 99.99% |
08.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'231 CHF | 100'231 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 96'431 CHF | 97'433 CHF | 99.99% | 99.99% |