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 | 1.91% | 1.06 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'966 CHF | 105'966 CHF | 99.53% | 99.53% |
19.11.2024 | 1.96% | 1.02 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'172 CHF | 103'172 CHF | 99.49% | 99.49% |
18.11.2024 | 2.00% | 0.97 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'009 CHF | 101'008 CHF | 99.51% | 99.51% |
15.11.2024 | 2.10% | 0.93 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'426 CHF | 96'426 CHF | 98.95% | 98.95% |
14.11.2024 | 1.94% | 0.99 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'156 CHF | 104'156 CHF | 99.57% | 99.57% |
13.11.2024 | 2.07% | 1.09 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 95'947 CHF | 97'947 CHF | 97.05% | 97.05% |
12.11.2024 | 2.42% | 0.86 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'807 CHF | 83'807 CHF | 99.56% | 99.56% |
11.11.2024 | 2.45% | 0.80 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'809 CHF | 82'809 CHF | 99.51% | 99.51% |
08.11.2024 | 2.43% | 0.82 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'268 CHF | 83'268 CHF | 99.51% | 99.51% |
07.11.2024 | 2.74% | 0.72 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'029 CHF | 74'029 CHF | 98.83% | 98.83% |