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 | 1.07% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'264 CHF | 94'264 CHF | 90.21% | 90.21% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'765 CHF | 91'765 CHF | 100.00% | 100.00% |
18.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'893 CHF | 93'893 CHF | 99.38% | 99.38% |
15.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'756 CHF | 74'506 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'879 CHF | 99'879 CHF | 99.22% | 99.22% |
13.11.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 99'275 | 99'159 | 93'664 CHF | 94'560 CHF | 99.36% | 99.36% |
12.11.2024 | 1.25% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'768 CHF | 75'706 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'233 CHF | 78'983 CHF | 100.00% | 100.00% |
08.11.2024 | 1.16% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'793 CHF | 75'665 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 97'917 | 97'396 | 97'526 CHF | 98'036 CHF | 98.73% | 98.73% |