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 | 1.00% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'672 CHF | 100'672 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'227 CHF | 99'227 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'445 CHF | 100'445 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'590 CHF | 105'590 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'569 CHF | 109'569 CHF | 99.44% | 99.44% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 105'498 CHF | 106'503 CHF | 98.88% | 98.88% |
12.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'027 CHF | 112'027 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'102 CHF | 116'102 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'561 CHF | 115'561 CHF | 99.51% | 99.51% |
07.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 115'606 CHF | 116'624 CHF | 99.06% | 99.06% |