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 | 0.96% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 101'579 | 101'579 | 104'890 CHF | 105'905 CHF | 99.85% | 99.85% |
19.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 110'000 | 110'000 | 102'390 | 102'390 | 108'698 CHF | 109'722 CHF | 85.80% | 90.48% |
18.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'644 CHF | 115'644 CHF | 99.61% | 99.61% |
15.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'723 CHF | 116'723 CHF | 99.95% | 99.95% |
14.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'401 CHF | 119'401 CHF | 99.13% | 99.13% |
13.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'452 CHF | 116'452 CHF | 99.56% | 99.56% |
12.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'783 CHF | 124'783 CHF | 99.76% | 99.76% |
11.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'639 CHF | 129'639 CHF | 99.83% | 99.83% |
08.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'829 CHF | 124'829 CHF | 99.84% | 99.84% |
07.11.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'416 CHF | 126'416 CHF | 99.88% | 99.88% |