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 | 0.76% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'290 CHF | 132'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 127'571 CHF | 128'578 CHF | 99.91% | 99.91% |
18.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'309 CHF | 132'309 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 98'213 | 98'210 | 128'703 CHF | 129'699 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 132'634 CHF | 133'637 CHF | 99.26% | 99.26% |
13.11.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 99'589 | 99'589 | 125'231 CHF | 126'233 CHF | 94.89% | 94.89% |
12.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'211 CHF | 126'211 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'113 CHF | 122'113 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 110'994 CHF | 111'994 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 110'365 CHF | 111'366 CHF | 99.99% | 99.99% |