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 | 0.93% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'579 CHF | 107'579 CHF | 99.39% | 99.39% |
19.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'356 CHF | 101'356 CHF | 99.29% | 99.29% |
18.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'513 CHF | 104'513 CHF | 99.29% | 99.29% |
15.11.2024 | 0.87% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'773 CHF | 115'773 CHF | 99.39% | 99.39% |
14.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'025 CHF | 111'025 CHF | 99.39% | 99.39% |
13.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'664 CHF | 113'664 CHF | 99.39% | 99.39% |
12.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'407 CHF | 111'407 CHF | 99.10% | 99.10% |
11.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'049 CHF | 115'049 CHF | 99.31% | 99.31% |
08.11.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'594 CHF | 102'594 CHF | 99.39% | 99.39% |
07.11.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'762 CHF | 113'762 CHF | 99.27% | 99.27% |