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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'303 CHF | 91'303 CHF | 100.00% | 100.00% |
20.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'336 CHF | 85'336 CHF | 100.00% | 100.00% |
19.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'424 CHF | 87'424 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'731 CHF | 88'731 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'740 CHF | 87'740 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'729 CHF | 89'729 CHF | 99.22% | 99.22% |
13.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'276 | 99'160 | 91'286 CHF | 92'173 CHF | 99.36% | 99.36% |
12.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'232 CHF | 85'232 CHF | 100.00% | 100.00% |
11.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'688 CHF | 76'688 CHF | 100.00% | 100.00% |
08.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'281 CHF | 78'281 CHF | 100.00% | 100.00% |