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 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 101'587 | 101'587 | 64'483 CHF | 65'499 CHF | 99.35% | 99.35% |
19.11.2024 | 1.50% | 0.61 CHF | 0.62 CHF | 110'000 | 110'000 | 103'467 | 103'467 | 68'697 CHF | 69'732 CHF | 85.22% | 89.88% |
18.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'378 CHF | 76'378 CHF | 99.94% | 99.94% |
15.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'224 CHF | 77'224 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'834 CHF | 79'834 CHF | 99.89% | 99.89% |
13.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'990 | 99'990 | 76'155 CHF | 77'154 CHF | 100.00% | 100.00% |
12.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'366 CHF | 85'366 CHF | 99.94% | 99.94% |
11.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'990 | 99'990 | 89'257 CHF | 90'257 CHF | 99.88% | 99.88% |
08.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'401 CHF | 85'401 CHF | 99.98% | 99.98% |
07.11.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'002 CHF | 87'002 CHF | 100.00% | 100.00% |