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 | 0.59% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 168'445 CHF | 169'437 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 166'954 CHF | 167'945 CHF | 98.89% | 98.89% |
18.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 162'230 CHF | 163'221 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'386 CHF | 166'386 CHF | 72.07% | 72.07% |
14.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 167'491 CHF | 168'483 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 170'914 CHF | 171'906 CHF | 99.81% | 99.81% |
12.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 171'190 CHF | 172'182 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 98'988 | 98'988 | 166'333 CHF | 167'324 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 165'392 CHF | 166'384 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 154'302 CHF | 155'294 CHF | 100.00% | 100.00% |