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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'611 CHF | 129'611 CHF | 100.00% | 100.00% |
20.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'097 CHF | 128'097 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'264 CHF | 125'264 CHF | 99.92% | 99.92% |
18.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'329 CHF | 122'329 CHF | 99.92% | 99.92% |
15.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'329 CHF | 119'329 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'351 CHF | 121'351 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'220 CHF | 129'220 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'125 CHF | 124'125 CHF | 99.70% | 99.70% |
11.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'330 CHF | 119'330 CHF | 99.91% | 99.91% |
08.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 120'355 CHF | 121'355 CHF | 100.00% | 100.00% |