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 | 0.92% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'429 CHF | 109'429 CHF | 99.82% | 99.82% |
19.11.2024 | 0.87% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'077 CHF | 116'077 CHF | 97.45% | 97.45% |
18.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'847 CHF | 132'847 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'597 CHF | 134'597 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'871 CHF | 139'871 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'346 CHF | 134'346 CHF | 99.94% | 99.94% |
12.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'666 CHF | 150'666 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 159'323 CHF | 160'323 CHF | 99.78% | 99.78% |
08.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'721 CHF | 150'721 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'068 CHF | 154'068 CHF | 99.70% | 99.70% |