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 | 0.54% | 1.89 CHF | 1.90 CHF | 100'000 | 90'226 | 99'061 | 89'389 | 186'490 CHF | 169'176 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100'000 | 90'226 | 99'051 | 89'380 | 188'189 CHF | 170'710 CHF | 98.88% | 98.88% |
18.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 90'226 | 99'064 | 89'391 | 187'231 CHF | 169'845 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 90'226 | 100'000 | 90'226 | 190'070 CHF | 172'395 CHF | 72.10% | 72.10% |
14.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100'000 | 90'226 | 99'060 | 89'388 | 188'612 CHF | 171'091 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100'000 | 90'226 | 99'054 | 89'383 | 188'990 CHF | 171'433 CHF | 99.32% | 99.32% |
12.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100'000 | 90'226 | 99'058 | 89'386 | 187'891 CHF | 170'440 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100'000 | 90'226 | 99'063 | 89'391 | 184'416 CHF | 167'305 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100'000 | 90'226 | 99'062 | 89'390 | 184'631 CHF | 167'499 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100'000 | 90'226 | 99'064 | 89'392 | 185'411 CHF | 168'203 CHF | 100.00% | 100.00% |