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 | 1.13% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'016 CHF | 89'016 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'035 CHF | 91'035 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'561 CHF | 92'561 CHF | 100.00% | 100.00% |
15.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'393 CHF | 91'393 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'427 CHF | 93'427 CHF | 99.22% | 99.22% |
13.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 99'276 | 99'160 | 94'934 CHF | 95'822 CHF | 99.36% | 99.36% |
12.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'813 CHF | 88'813 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'318 CHF | 80'318 CHF | 100.00% | 100.00% |
08.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'828 CHF | 81'828 CHF | 100.00% | 100.00% |
07.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 98'437 | 97'395 | 78'774 CHF | 78'920 CHF | 98.73% | 98.73% |