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 | 0.65% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'332 CHF | 154'332 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 152'236 CHF | 153'242 CHF | 99.97% | 99.97% |
18.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'425 CHF | 152'425 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 98'213 | 98'210 | 147'211 CHF | 148'206 CHF | 99.99% | 99.99% |
14.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 150'432 CHF | 151'436 CHF | 99.28% | 99.28% |
13.11.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 99'584 | 99'584 | 150'525 CHF | 151'528 CHF | 93.59% | 93.59% |
12.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'037 CHF | 153'037 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'902 CHF | 151'902 CHF | 99.99% | 99.99% |
08.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'607 CHF | 150'607 CHF | 100.00% | 100.00% |
07.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 145'759 CHF | 146'760 CHF | 99.99% | 99.99% |