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 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 158'744 CHF | 159'736 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 160'449 CHF | 161'440 CHF | 98.88% | 98.88% |
18.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 159'491 CHF | 160'483 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'070 CHF | 163'070 CHF | 72.07% | 72.07% |
14.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 160'821 CHF | 161'813 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 161'209 CHF | 162'201 CHF | 99.32% | 99.32% |
12.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 160'135 CHF | 161'127 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 156'661 CHF | 157'653 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 156'791 CHF | 157'783 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 157'637 CHF | 158'629 CHF | 100.00% | 100.00% |