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 | 1.43% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'763 CHF | 70'763 CHF | 99.83% | 99.83% |
19.11.2024 | 1.32% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'699 CHF | 77'699 CHF | 97.55% | 97.55% |
18.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'931 CHF | 94'931 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'351 CHF | 96'351 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'593 CHF | 101'593 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'589 CHF | 96'589 CHF | 99.94% | 99.94% |
12.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'163 CHF | 112'163 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'710 CHF | 121'710 CHF | 99.78% | 99.78% |
08.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'440 CHF | 112'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'290 CHF | 115'290 CHF | 99.70% | 99.70% |