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 | 0.85% | 1.10 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'792 CHF | 117'792 CHF | 14.13% | 90.21% |
19.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'765 CHF | 113'765 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'685 CHF | 115'726 CHF | 99.38% | 99.38% |
15.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'153 CHF | 90'908 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'617 CHF | 91'409 CHF | 99.22% | 99.22% |
13.11.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 98'897 | 98'897 | 115'065 CHF | 116'065 CHF | 99.36% | 99.36% |
12.11.2024 | 0.82% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'268 CHF | 92'018 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 1.25 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'564 CHF | 95'483 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'293 CHF | 92'043 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 118'463 CHF | 119'463 CHF | 98.73% | 98.73% |