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 | 0.96% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 103'271 CHF | 104'271 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 101'150 CHF | 102'150 CHF | 99.92% | 99.92% |
18.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'998 CHF | 118'998 CHF | 99.91% | 99.91% |
15.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'852 CHF | 132'852 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'372 CHF | 98'372 CHF | 100.00% | 100.00% |
13.11.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'530 CHF | 66'530 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'592 CHF | 79'592 CHF | 99.65% | 99.65% |
11.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'195 CHF | 86'195 CHF | 99.91% | 99.91% |
08.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'099 CHF | 80'099 CHF | 100.00% | 100.00% |
07.11.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 82'276 CHF | 83'276 CHF | 99.88% | 99.88% |