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 | 0.58% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'708 CHF | 171'708 CHF | 99.49% | 99.49% |
19.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'590 CHF | 169'590 CHF | 99.35% | 99.35% |
18.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'721 CHF | 175'721 CHF | 99.19% | 99.19% |
15.11.2024 | 0.52% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 190'791 CHF | 191'791 CHF | 99.41% | 99.41% |
14.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'960 CHF | 200'960 CHF | 99.48% | 99.48% |
13.11.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'523 CHF | 194'523 CHF | 99.23% | 99.23% |
12.11.2024 | 0.56% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 176'980 CHF | 177'980 CHF | 99.02% | 99.02% |
11.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'242 CHF | 168'242 CHF | 99.38% | 99.38% |
08.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'220 CHF | 170'220 CHF | 99.43% | 99.43% |
07.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'024 CHF | 175'024 CHF | 99.36% | 99.36% |