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 | 0.73% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'136 CHF | 137'136 CHF | 99.49% | 99.49% |
19.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'977 CHF | 134'977 CHF | 98.86% | 98.86% |
18.11.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'902 CHF | 140'902 CHF | 98.95% | 98.95% |
15.11.2024 | 0.64% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'063 CHF | 157'063 CHF | 99.49% | 99.49% |
14.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'202 CHF | 166'202 CHF | 99.49% | 99.49% |
13.11.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'063 CHF | 160'063 CHF | 99.27% | 99.27% |
12.11.2024 | 0.70% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'528 CHF | 143'528 CHF | 98.95% | 98.95% |
11.11.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'959 CHF | 133'959 CHF | 99.32% | 99.32% |
08.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'188 CHF | 136'188 CHF | 99.43% | 99.43% |
07.11.2024 | 0.71% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'712 CHF | 140'712 CHF | 99.34% | 99.34% |