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 | 1.15% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'619 CHF | 87'619 CHF | 99.97% | 99.97% |
19.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'014 CHF | 88'014 CHF | 99.84% | 99.84% |
18.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'700 CHF | 87'700 CHF | 99.88% | 99.88% |
15.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'587 CHF | 85'587 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'506 CHF | 84'506 CHF | 99.65% | 99.65% |
13.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'133 CHF | 84'133 CHF | 99.95% | 99.95% |
12.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'061 CHF | 81'061 CHF | 99.78% | 99.78% |
11.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'131 CHF | 79'131 CHF | 99.82% | 99.82% |
08.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'634 CHF | 79'634 CHF | 99.83% | 99.83% |
07.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'605 CHF | 76'605 CHF | 99.90% | 99.90% |