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 | 1.28% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'422 CHF | 78'422 CHF | 99.49% | 99.49% |
19.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'684 CHF | 83'684 CHF | 97.54% | 97.54% |
18.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'000 CHF | 77'000 CHF | 99.39% | 99.39% |
15.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'597 CHF | 79'597 CHF | 98.85% | 98.85% |
14.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'633 CHF | 84'633 CHF | 99.49% | 99.49% |
13.11.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'125 CHF | 88'125 CHF | 95.82% | 95.82% |
12.11.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'769 CHF | 81'769 CHF | 99.56% | 99.56% |
11.11.2024 | 1.19% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'845 CHF | 84'845 CHF | 94.72% | 94.72% |
08.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'121 CHF | 95'121 CHF | 91.95% | 91.95% |
07.11.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'437 CHF | 80'437 CHF | 99.53% | 99.53% |