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% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'702 CHF | 153'702 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'923 CHF | 154'923 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'311 CHF | 147'311 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'103 CHF | 141'103 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'577 CHF | 129'577 CHF | 99.24% | 99.24% |
13.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'704 | 99'704 | 121'457 CHF | 122'470 CHF | 99.39% | 99.39% |
12.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'157 CHF | 124'157 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'048 CHF | 117'048 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'589 CHF | 122'589 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 98'697 | 98'697 | 114'664 CHF | 115'690 CHF | 98.74% | 98.74% |