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% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'686 CHF | 80'686 CHF | 99.37% | 99.37% |
19.11.2024 | 1.14% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'354 CHF | 88'354 CHF | 99.28% | 99.28% |
18.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'301 CHF | 104'301 CHF | 99.31% | 99.31% |
15.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 105'962 CHF | 106'962 CHF | 99.38% | 99.38% |
14.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'860 CHF | 109'860 CHF | 99.37% | 99.37% |
13.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'541 CHF | 108'541 CHF | 99.36% | 99.36% |
12.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'078 CHF | 107'078 CHF | 99.09% | 99.09% |
11.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'987 CHF | 104'987 CHF | 99.28% | 99.28% |
08.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'601 CHF | 102'601 CHF | 99.39% | 99.39% |
07.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'494 CHF | 98'494 CHF | 99.27% | 99.27% |