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 | 1.03% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'056 CHF | 114'230 CHF | 90.21% | 90.21% |
19.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'809 CHF | 116'809 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'965 CHF | 114'965 CHF | 99.38% | 99.38% |
15.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'597 CHF | 82'347 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'346 CHF | 109'346 CHF | 99.22% | 99.22% |
13.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'159 | 99'159 | 111'876 CHF | 112'878 CHF | 99.36% | 99.36% |
12.11.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'762 CHF | 81'512 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'575 CHF | 78'325 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'936 CHF | 81'836 CHF | 100.00% | 100.00% |
07.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 105'104 CHF | 106'104 CHF | 98.73% | 98.73% |