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 | 0.75% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'070 CHF | 133'070 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 131'274 CHF | 132'281 CHF | 99.96% | 99.96% |
18.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'203 CHF | 131'203 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 98'213 | 98'210 | 126'383 CHF | 127'379 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 129'343 CHF | 130'347 CHF | 99.28% | 99.28% |
13.11.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 129'257 CHF | 130'259 CHF | 84.85% | 84.85% |
12.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'843 CHF | 131'843 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'637 CHF | 130'637 CHF | 99.99% | 99.99% |
08.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'296 CHF | 129'296 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 124'581 CHF | 125'583 CHF | 99.99% | 99.99% |