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 | 0.56% | 1.83 CHF | 1.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 179'016 CHF | 180'016 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 180'423 CHF | 181'423 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 172'717 CHF | 173'717 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'576 CHF | 167'576 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'784 CHF | 155'784 CHF | 99.24% | 99.24% |
13.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 99'704 | 99'704 | 147'714 CHF | 148'724 CHF | 99.39% | 99.39% |
12.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'414 CHF | 150'414 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'588 CHF | 143'588 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'888 CHF | 148'888 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 98'697 | 98'697 | 140'741 CHF | 141'767 CHF | 98.74% | 98.74% |