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 | 0.55% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 182'767 CHF | 183'759 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 181'313 CHF | 182'305 CHF | 98.89% | 98.89% |
18.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 176'398 CHF | 177'390 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 179'784 CHF | 180'784 CHF | 71.72% | 71.72% |
14.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 181'874 CHF | 182'865 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 185'200 CHF | 186'191 CHF | 99.82% | 99.82% |
12.11.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 185'559 CHF | 186'551 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 100'000 | 100'000 | 99'002 | 99'002 | 180'605 CHF | 181'596 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 179'665 CHF | 180'656 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 168'618 CHF | 169'610 CHF | 100.00% | 100.00% |