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 | 1.09% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'220 CHF | 185'220 CHF | 95.88% | 95.88% |
19.11.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'197 CHF | 196'197 CHF | 99.92% | 99.92% |
18.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'836 CHF | 98'836 CHF | 95.75% | 95.75% |
15.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'204 CHF | 95'204 CHF | 95.83% | 95.83% |
14.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'609 CHF | 87'609 CHF | 95.84% | 95.84% |
13.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'874 CHF | 88'874 CHF | 99.84% | 99.84% |
12.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'385 CHF | 88'385 CHF | 99.67% | 99.67% |
11.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'248 CHF | 85'248 CHF | 95.74% | 95.74% |
08.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'640 CHF | 90'640 CHF | 99.93% | 99.93% |
07.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'933 CHF | 92'933 CHF | 95.75% | 95.75% |