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 | 1.06% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'972 CHF | 94'972 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'508 CHF | 93'508 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'726 CHF | 94'726 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'867 CHF | 99'867 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'851 CHF | 103'851 CHF | 99.44% | 99.44% |
13.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 99'768 CHF | 100'779 CHF | 98.88% | 98.88% |
12.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'312 CHF | 106'312 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'360 CHF | 110'360 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'815 CHF | 109'815 CHF | 99.51% | 99.51% |
07.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 109'960 CHF | 110'981 CHF | 99.06% | 99.06% |