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 | 1.13% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'932 CHF | 88'932 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'786 CHF | 96'786 CHF | 92.96% | 92.96% |
18.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'505 CHF | 91'505 CHF | 100.00% | 100.00% |
15.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'441 CHF | 84'441 CHF | 100.00% | 100.00% |
14.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'518 CHF | 83'518 CHF | 99.22% | 99.22% |
13.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 99'274 | 99'158 | 88'241 CHF | 89'130 CHF | 99.36% | 99.36% |
12.11.2024 | 1.19% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'422 CHF | 84'422 CHF | 100.00% | 100.00% |
11.11.2024 | 1.37% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 97'467 | 97'467 | 76'701 CHF | 77'717 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'279 CHF | 86'279 CHF | 100.00% | 100.00% |
07.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'050 CHF | 84'050 CHF | 90.22% | 90.22% |