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 | 0.81% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'841 CHF | 123'841 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 122'168 CHF | 123'175 CHF | 99.97% | 99.97% |
18.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'016 CHF | 122'016 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 98'216 | 98'210 | 117'338 CHF | 118'331 CHF | 99.99% | 99.99% |
14.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 120'129 CHF | 121'132 CHF | 99.30% | 99.30% |
13.11.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 99'596 | 99'596 | 120'200 CHF | 121'202 CHF | 96.43% | 96.43% |
12.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'622 CHF | 122'622 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'363 CHF | 121'363 CHF | 99.99% | 99.99% |
08.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'065 CHF | 120'065 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 115'292 CHF | 116'294 CHF | 99.99% | 99.99% |