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 | 0.95% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'309 CHF | 105'309 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 105'347 CHF | 106'353 CHF | 99.97% | 99.97% |
18.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'932 CHF | 103'932 CHF | 100.00% | 100.00% |
15.11.2024 | 1.11% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 98'218 | 98'213 | 100'267 CHF | 101'261 CHF | 99.99% | 99.99% |
14.11.2024 | 1.03% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 99'346 | 99'346 | 100'755 CHF | 101'758 CHF | 99.17% | 99.17% |
13.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 99'576 | 99'576 | 107'250 CHF | 108'252 CHF | 91.92% | 91.92% |
12.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'973 CHF | 109'973 CHF | 99.99% | 99.99% |
11.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'425 CHF | 112'425 CHF | 99.99% | 99.99% |
08.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'154 CHF | 120'154 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 116'260 CHF | 117'261 CHF | 99.99% | 99.99% |