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 | 1.06% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'549 CHF | 94'549 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 94'849 CHF | 95'855 CHF | 99.97% | 99.97% |
18.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'214 CHF | 93'214 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 98'220 | 98'213 | 89'812 CHF | 90'805 CHF | 99.99% | 99.99% |
14.11.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 90'055 CHF | 91'058 CHF | 99.26% | 99.26% |
13.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'592 | 99'592 | 96'657 CHF | 97'659 CHF | 95.50% | 95.50% |
12.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'307 CHF | 99'307 CHF | 99.99% | 99.99% |
11.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'789 CHF | 101'789 CHF | 99.99% | 99.99% |
08.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'421 CHF | 109'421 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 105'620 CHF | 106'621 CHF | 99.99% | 99.99% |