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 | 1.07% | 1.88 CHF | 1.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 185'674 CHF | 187'674 CHF | 99.53% | 99.53% |
19.11.2024 | 1.09% | 1.83 CHF | 1.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 182'810 CHF | 184'810 CHF | 99.49% | 99.49% |
18.11.2024 | 1.10% | 1.79 CHF | 1.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 180'913 CHF | 182'913 CHF | 99.51% | 99.51% |
15.11.2024 | 1.13% | 1.75 CHF | 1.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 176'505 CHF | 178'505 CHF | 98.95% | 98.95% |
14.11.2024 | 1.08% | 1.81 CHF | 1.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 184'121 CHF | 186'121 CHF | 99.57% | 99.57% |
13.11.2024 | 1.12% | 1.91 CHF | 1.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 177'950 CHF | 179'950 CHF | 97.05% | 97.05% |
12.11.2024 | 1.21% | 1.68 CHF | 1.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'746 CHF | 165'746 CHF | 99.56% | 99.56% |
11.11.2024 | 1.22% | 1.62 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'866 CHF | 164'866 CHF | 99.51% | 99.51% |
08.11.2024 | 1.22% | 1.64 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'481 CHF | 165'481 CHF | 99.51% | 99.51% |
07.11.2024 | 1.29% | 1.54 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 154'566 CHF | 156'566 CHF | 99.08% | 99.08% |