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 | 1.04% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'540 CHF | 96'540 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'689 CHF | 98'689 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'116 CHF | 100'116 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'069 CHF | 99'069 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'095 CHF | 101'095 CHF | 99.22% | 99.22% |
13.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 99'160 | 99'160 | 102'292 CHF | 103'288 CHF | 99.36% | 99.36% |
12.11.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'508 CHF | 96'508 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'880 CHF | 87'880 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'497 CHF | 89'497 CHF | 100.00% | 100.00% |
07.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 97'916 | 97'395 | 85'928 CHF | 86'463 CHF | 98.73% | 98.73% |