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 | 1.09% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'264 CHF | 92'264 CHF | 90.21% | 90.21% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 89'003 CHF | 90'003 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'893 CHF | 91'893 CHF | 99.38% | 99.38% |
15.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'256 CHF | 73'006 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 96'879 CHF | 97'879 CHF | 99.22% | 99.22% |
13.11.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 99'275 | 99'159 | 91'679 CHF | 92'577 CHF | 99.36% | 99.36% |
12.11.2024 | 1.27% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'268 CHF | 74'206 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'733 CHF | 77'483 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'293 CHF | 74'165 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 0.99 CHF | 1.00 CHF | 100'000 | 100'000 | 97'917 | 97'396 | 95'735 CHF | 96'255 CHF | 98.73% | 98.73% |