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 | 1.22% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'524 CHF | 82'524 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'003 CHF | 81'003 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'212 CHF | 82'212 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'385 CHF | 87'385 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'408 CHF | 91'408 CHF | 99.44% | 99.44% |
13.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 87'333 CHF | 88'336 CHF | 98.88% | 98.88% |
12.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'859 CHF | 93'859 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'950 CHF | 97'950 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'351 CHF | 97'351 CHF | 99.51% | 99.51% |
07.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 97'641 CHF | 98'664 CHF | 99.06% | 99.06% |