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 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'019 CHF | 88'019 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'549 CHF | 86'549 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'758 CHF | 87'758 CHF | 100.00% | 100.00% |
15.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'894 CHF | 92'894 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'871 CHF | 96'871 CHF | 99.44% | 99.44% |
13.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 92'810 CHF | 93'822 CHF | 98.88% | 98.88% |
12.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'335 CHF | 99'335 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'433 CHF | 103'433 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'844 CHF | 102'844 CHF | 99.51% | 99.51% |
07.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 103'124 CHF | 104'147 CHF | 99.06% | 99.06% |