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 | 0.84% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 118'795 CHF | 119'786 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 99'049 | 99'049 | 120'433 CHF | 121'425 CHF | 98.89% | 98.89% |
18.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 119'263 CHF | 120'255 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'869 CHF | 122'869 CHF | 71.72% | 71.72% |
14.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 120'954 CHF | 121'946 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 121'141 CHF | 122'132 CHF | 99.33% | 99.33% |
12.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 120'187 CHF | 121'179 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 116'640 CHF | 117'632 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 116'902 CHF | 117'894 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 117'519 CHF | 118'511 CHF | 100.00% | 100.00% |