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 | 0.97% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'988 CHF | 103'988 CHF | 98.09% | 98.09% |
19.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'981 CHF | 110'981 CHF | 96.51% | 96.51% |
18.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'102 CHF | 101'102 CHF | 96.68% | 96.68% |
15.11.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'727 CHF | 93'727 CHF | 96.12% | 96.12% |
14.11.2024 | 1.07% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'108 CHF | 94'108 CHF | 98.59% | 98.59% |
13.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'144 CHF | 111'144 CHF | 98.98% | 98.98% |
12.11.2024 | 1.05% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'652 CHF | 95'652 CHF | 98.57% | 98.57% |
11.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'890 CHF | 81'890 CHF | 97.86% | 97.86% |
08.11.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'503 CHF | 92'503 CHF | 98.79% | 98.79% |
07.11.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'056 CHF | 87'056 CHF | 98.24% | 98.24% |