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 | 0.53% | 1.88 CHF | 1.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'465 CHF | 190'465 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 197'020 CHF | 198'020 CHF | 99.28% | 99.28% |
18.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'297 CHF | 214'297 CHF | 99.31% | 99.31% |
15.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 216'245 CHF | 217'245 CHF | 99.37% | 99.37% |
14.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 218'946 CHF | 219'946 CHF | 99.35% | 99.35% |
13.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 217'705 CHF | 218'705 CHF | 99.38% | 99.38% |
12.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 216'159 CHF | 217'159 CHF | 99.08% | 99.08% |
11.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 214'260 CHF | 215'260 CHF | 99.28% | 99.28% |
08.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 212'031 CHF | 213'031 CHF | 99.39% | 99.39% |
07.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 208'330 CHF | 209'330 CHF | 99.27% | 99.27% |