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 | 0.87% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'758 CHF | 115'758 CHF | 99.39% | 99.39% |
19.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'807 CHF | 121'807 CHF | 99.27% | 99.27% |
18.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'403 CHF | 119'403 CHF | 99.28% | 99.28% |
15.11.2024 | 0.92% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'679 CHF | 108'679 CHF | 99.39% | 99.39% |
14.11.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'204 CHF | 113'204 CHF | 99.39% | 99.39% |
13.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'627 CHF | 110'627 CHF | 99.38% | 99.38% |
12.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'740 CHF | 112'740 CHF | 99.10% | 99.10% |
11.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'390 CHF | 109'390 CHF | 99.31% | 99.31% |
08.11.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'344 CHF | 122'344 CHF | 99.39% | 99.39% |
07.11.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 111'086 CHF | 112'086 CHF | 99.29% | 99.29% |