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 | 0.69% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'275 CHF | 146'275 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 141'334 CHF | 142'341 CHF | 99.97% | 99.97% |
18.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'317 CHF | 146'317 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 98'213 | 98'210 | 142'494 CHF | 143'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 146'605 CHF | 147'608 CHF | 99.29% | 99.29% |
13.11.2024 | 0.74% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 99'591 | 99'591 | 139'149 CHF | 140'151 CHF | 95.49% | 95.49% |
12.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'168 CHF | 140'168 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'029 CHF | 136'029 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'743 CHF | 125'743 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 124'140 CHF | 125'142 CHF | 99.99% | 99.99% |