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 | 0.86% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'266 CHF | 117'266 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 117'141 CHF | 118'148 CHF | 99.97% | 99.97% |
18.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'902 CHF | 115'902 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 98'218 | 98'213 | 112'025 CHF | 113'019 CHF | 99.99% | 99.99% |
14.11.2024 | 0.92% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 112'658 CHF | 113'661 CHF | 99.27% | 99.27% |
13.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 99'598 | 99'598 | 119'168 CHF | 120'170 CHF | 96.85% | 96.85% |
12.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'958 CHF | 121'958 CHF | 99.99% | 99.99% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'400 CHF | 124'400 CHF | 99.99% | 99.99% |
08.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'143 CHF | 132'143 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 128'209 CHF | 129'211 CHF | 99.99% | 99.99% |