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 | 0.70% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'495 CHF | 142'495 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 140'548 CHF | 141'554 CHF | 99.94% | 99.94% |
18.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'622 CHF | 140'622 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 98'213 | 98'210 | 135'572 CHF | 136'567 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 138'647 CHF | 139'650 CHF | 99.25% | 99.25% |
13.11.2024 | 0.74% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 99'598 | 99'598 | 138'768 CHF | 139'770 CHF | 96.98% | 96.98% |
12.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'154 CHF | 141'154 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'000 CHF | 140'000 CHF | 99.99% | 99.99% |
08.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'750 CHF | 138'750 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 133'916 CHF | 134'918 CHF | 99.99% | 99.99% |