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 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'972 CHF | 81'972 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'508 CHF | 80'508 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'726 CHF | 81'726 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'867 CHF | 86'867 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'851 CHF | 90'851 CHF | 99.44% | 99.44% |
13.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 86'792 CHF | 87'803 CHF | 98.88% | 98.88% |
12.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'312 CHF | 93'312 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'360 CHF | 97'360 CHF | 100.00% | 100.00% |
08.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'844 CHF | 96'844 CHF | 99.51% | 99.51% |
07.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 97'179 CHF | 98'201 CHF | 99.06% | 99.06% |