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 | 0.76% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'802 CHF | 131'802 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 129'375 CHF | 130'375 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'551 CHF | 131'551 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'656 CHF | 136'656 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'671 CHF | 140'671 CHF | 99.44% | 99.44% |
13.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 99'818 | 99'818 | 136'511 CHF | 137'519 CHF | 98.88% | 98.88% |
12.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'082 CHF | 143'082 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'163 CHF | 147'163 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'602 CHF | 146'602 CHF | 99.51% | 99.51% |
07.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 98'701 | 98'701 | 146'248 CHF | 147'265 CHF | 99.06% | 99.06% |