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 | 1.13% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'130 CHF | 89'130 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'318 CHF | 67'068 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'083 CHF | 69'833 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'792 CHF | 71'542 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'047 CHF | 71'797 CHF | 99.22% | 99.22% |
13.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 74'667 | 74'446 | 69'344 CHF | 69'886 CHF | 98.74% | 98.74% |
12.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'226 CHF | 71'976 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'640 CHF | 75'390 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'537 CHF | 75'287 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 76'960 CHF | 77'711 CHF | 98.73% | 98.73% |