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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 99'265 | 99'265 | 146'451 CHF | 147'455 CHF | 99.92% | 99.92% |
20.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'084 CHF | 143'084 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 141'155 CHF | 142'162 CHF | 99.96% | 99.96% |
18.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'212 CHF | 141'212 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 98'213 | 98'209 | 136'215 CHF | 137'210 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 139'303 CHF | 140'307 CHF | 99.27% | 99.27% |
13.11.2024 | 0.74% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 139'237 CHF | 140'239 CHF | 84.85% | 84.85% |
12.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'861 CHF | 141'861 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'658 CHF | 140'658 CHF | 99.99% | 99.99% |
08.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'340 CHF | 139'340 CHF | 100.00% | 100.00% |