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 | 0.59% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'410 CHF | 169'410 CHF | 99.83% | 99.83% |
19.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'048 CHF | 160'048 CHF | 99.85% | 99.85% |
18.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'735 CHF | 164'735 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'975 CHF | 162'975 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 164'257 CHF | 165'257 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'797 CHF | 162'797 CHF | 99.94% | 99.94% |
12.11.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'624 CHF | 171'624 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'336 CHF | 174'336 CHF | 99.74% | 99.74% |
08.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'440 CHF | 168'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 180'961 CHF | 181'961 CHF | 99.68% | 99.68% |