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 | 0.77% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'027 CHF | 131'027 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 129'274 CHF | 130'281 CHF | 99.95% | 99.95% |
18.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'182 CHF | 129'182 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 98'216 | 98'210 | 124'404 CHF | 125'397 CHF | 99.99% | 99.99% |
14.11.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 127'317 CHF | 128'320 CHF | 99.27% | 99.27% |
13.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 127'223 CHF | 128'225 CHF | 84.83% | 84.83% |
12.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'815 CHF | 129'815 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'607 CHF | 128'607 CHF | 99.99% | 99.99% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'269 CHF | 127'269 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 122'545 CHF | 123'546 CHF | 99.99% | 99.99% |