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 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'401 CHF | 125'401 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'858 CHF | 123'858 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'075 CHF | 125'075 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'252 CHF | 130'252 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'279 CHF | 134'279 CHF | 99.44% | 99.44% |
13.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 130'114 CHF | 131'118 CHF | 98.88% | 98.88% |
12.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'712 CHF | 136'712 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'847 CHF | 140'847 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'208 CHF | 140'208 CHF | 99.51% | 99.51% |
07.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 139'944 CHF | 140'967 CHF | 99.06% | 99.06% |