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 | 1.02% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 195'843 CHF | 197'843 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 98'486 CHF | 99'486 CHF | 99.90% | 99.90% |
18.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'655 CHF | 95'655 CHF | 99.91% | 99.91% |
15.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'902 CHF | 94'902 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'295 CHF | 95'295 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'982 CHF | 97'982 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'163 CHF | 96'163 CHF | 99.69% | 99.69% |
11.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'600 CHF | 95'600 CHF | 99.90% | 99.90% |
08.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'809 CHF | 96'809 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'917 CHF | 91'917 CHF | 99.88% | 99.88% |