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 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'338 CHF | 75'338 CHF | 100.00% | 100.00% |
19.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'796 CHF | 73'796 CHF | 100.00% | 100.00% |
18.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'005 CHF | 75'005 CHF | 100.00% | 100.00% |
15.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'218 CHF | 80'218 CHF | 100.00% | 100.00% |
14.11.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'217 CHF | 84'217 CHF | 99.44% | 99.44% |
13.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 80'142 CHF | 81'147 CHF | 98.88% | 98.88% |
12.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'681 CHF | 86'681 CHF | 100.00% | 100.00% |
11.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'829 CHF | 90'829 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'208 CHF | 90'208 CHF | 99.51% | 99.51% |
07.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 90'594 CHF | 91'617 CHF | 99.06% | 99.06% |