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% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'230 CHF | 87'230 CHF | 90.21% | 90.21% |
19.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 88'997 CHF | 89'997 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'107 CHF | 88'107 CHF | 99.38% | 99.38% |
15.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'531 CHF | 62'281 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'582 CHF | 82'582 CHF | 99.22% | 99.22% |
13.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 99'275 | 99'159 | 85'490 CHF | 86'389 CHF | 99.36% | 99.36% |
12.11.2024 | 1.48% | 0.87 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'512 CHF | 61'411 CHF | 100.00% | 100.00% |
11.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'417 CHF | 58'167 CHF | 100.00% | 100.00% |
08.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'836 CHF | 61'586 CHF | 100.00% | 100.00% |
07.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 97'917 | 97'396 | 79'504 CHF | 80'057 CHF | 98.73% | 98.73% |