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 | 1.61% | 1.25 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'196 CHF | 125'196 CHF | 99.53% | 99.53% |
19.11.2024 | 1.65% | 1.21 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'384 CHF | 122'384 CHF | 99.49% | 99.49% |
18.11.2024 | 1.68% | 1.17 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'286 CHF | 120'286 CHF | 99.51% | 99.51% |
15.11.2024 | 1.74% | 1.12 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'740 CHF | 115'740 CHF | 98.95% | 98.95% |
14.11.2024 | 1.63% | 1.18 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'447 CHF | 123'447 CHF | 99.57% | 99.57% |
13.11.2024 | 1.73% | 1.29 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'246 CHF | 117'246 CHF | 97.05% | 97.05% |
12.11.2024 | 1.96% | 1.05 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'093 CHF | 103'093 CHF | 99.56% | 99.56% |
11.11.2024 | 1.98% | 0.99 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'122 CHF | 102'122 CHF | 99.51% | 99.51% |
08.11.2024 | 1.97% | 1.02 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'618 CHF | 102'618 CHF | 99.51% | 99.51% |
07.11.2024 | 2.16% | 0.91 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'453 CHF | 93'453 CHF | 98.83% | 98.83% |