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 | 1.00% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'737 CHF | 100'737 CHF | 90.21% | 90.21% |
19.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'235 CHF | 103'235 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'505 CHF | 101'505 CHF | 99.38% | 99.38% |
15.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'493 CHF | 72'243 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'848 CHF | 95'974 CHF | 99.22% | 99.22% |
13.11.2024 | 1.20% | 0.95 CHF | 0.97 CHF | 100'000 | 100'000 | 99'275 | 99'159 | 98'573 CHF | 99'645 CHF | 99.36% | 99.36% |
12.11.2024 | 1.06% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'545 CHF | 71'295 CHF | 100.00% | 100.00% |
11.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'267 CHF | 68'017 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'860 CHF | 71'610 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 97'844 | 97'396 | 92'505 CHF | 93'062 CHF | 98.73% | 98.73% |