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 | 0.70% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'054 CHF | 143'054 CHF | 100.00% | 100.00% |
20.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'261 CHF | 129'261 CHF | 99.81% | 99.81% |
19.11.2024 | 0.74% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'743 CHF | 135'743 CHF | 97.45% | 97.45% |
18.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'341 CHF | 152'341 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'169 CHF | 154'169 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'432 CHF | 159'432 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'801 CHF | 153'801 CHF | 99.95% | 99.95% |
12.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'304 CHF | 170'304 CHF | 100.00% | 100.00% |
11.11.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 179'028 CHF | 180'028 CHF | 99.78% | 99.78% |
08.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'308 CHF | 170'308 CHF | 100.00% | 100.00% |