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 | 0.96% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'506 CHF | 104'506 CHF | 90.21% | 90.21% |
19.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'003 CHF | 102'003 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'893 CHF | 103'893 CHF | 99.38% | 99.38% |
15.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'256 CHF | 82'006 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'879 CHF | 109'879 CHF | 99.22% | 99.22% |
13.11.2024 | 0.97% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 99'159 | 99'159 | 103'472 CHF | 104'476 CHF | 99.36% | 99.36% |
12.11.2024 | 0.91% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'456 CHF | 83'206 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'733 CHF | 86'483 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'415 CHF | 83'165 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 106'943 CHF | 107'943 CHF | 98.73% | 98.73% |