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 | 0.66% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'064 CHF | 152'064 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 98'649 | 98'649 | 150'017 CHF | 151'024 CHF | 99.95% | 99.95% |
18.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'203 CHF | 150'203 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 98'213 | 98'209 | 145'051 CHF | 146'045 CHF | 99.99% | 99.99% |
14.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 99'347 | 99'347 | 148'231 CHF | 149'234 CHF | 99.26% | 99.26% |
13.11.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 99'541 | 99'541 | 148'190 CHF | 149'192 CHF | 84.82% | 84.82% |
12.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'857 CHF | 150'857 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 148'658 CHF | 149'658 CHF | 99.99% | 99.99% |
08.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'345 CHF | 148'345 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 99'697 | 99'697 | 143'567 CHF | 144'568 CHF | 99.99% | 99.99% |