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 | 1.25% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'264 CHF | 80'264 CHF | 90.21% | 90.21% |
19.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'003 CHF | 78'003 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'893 CHF | 79'893 CHF | 99.38% | 99.38% |
15.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'256 CHF | 64'006 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'879 CHF | 85'879 CHF | 99.22% | 99.22% |
13.11.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 99'391 | 99'159 | 79'859 CHF | 80'678 CHF | 99.36% | 99.36% |
12.11.2024 | 1.16% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'456 CHF | 65'206 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'733 CHF | 68'483 CHF | 100.00% | 100.00% |
08.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'415 CHF | 65'165 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 98'437 | 97'396 | 84'402 CHF | 84'568 CHF | 98.73% | 98.73% |