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 | 1.14% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'896 CHF | 87'896 CHF | 99.39% | 99.39% |
19.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'580 CHF | 81'580 CHF | 99.28% | 99.28% |
18.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'779 CHF | 84'779 CHF | 99.30% | 99.30% |
15.11.2024 | 1.05% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'972 CHF | 95'972 CHF | 99.37% | 99.37% |
14.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'223 CHF | 91'223 CHF | 99.38% | 99.38% |
13.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'891 CHF | 93'891 CHF | 99.39% | 99.39% |
12.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 90'598 CHF | 91'598 CHF | 99.07% | 99.07% |
11.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'295 CHF | 95'295 CHF | 99.31% | 99.31% |
08.11.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'816 CHF | 82'816 CHF | 99.39% | 99.39% |
07.11.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'884 CHF | 93'884 CHF | 99.28% | 99.28% |