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 | 1.20% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'054 CHF | 84'054 CHF | 100.00% | 100.00% |
19.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'732 CHF | 85'732 CHF | 99.92% | 99.92% |
18.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'465 CHF | 101'465 CHF | 99.92% | 99.92% |
15.11.2024 | 0.85% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'735 CHF | 118'735 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'518 CHF | 127'518 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'875 CHF | 124'875 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'870 CHF | 146'870 CHF | 99.72% | 99.72% |
11.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'798 CHF | 136'798 CHF | 99.91% | 99.91% |
08.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'024 CHF | 123'024 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'916 CHF | 134'916 CHF | 99.91% | 99.91% |