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 | 0.52% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 190'759 CHF | 191'759 CHF | 99.97% | 99.97% |
19.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 190'772 CHF | 191'772 CHF | 99.85% | 99.85% |
18.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 188'588 CHF | 189'588 CHF | 99.91% | 99.91% |
15.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 187'985 CHF | 188'985 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'708 CHF | 190'708 CHF | 99.65% | 99.65% |
13.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'441 CHF | 190'441 CHF | 99.94% | 99.94% |
12.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 187'784 CHF | 188'784 CHF | 99.78% | 99.78% |
11.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 182'350 CHF | 183'350 CHF | 99.90% | 99.90% |
08.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 183'135 CHF | 184'135 CHF | 99.86% | 99.86% |
07.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 179'880 CHF | 180'880 CHF | 99.90% | 99.90% |