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 | 0.44% | 2.25 CHF | 2.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 226'963 CHF | 227'963 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 224'608 CHF | 225'608 CHF | 99.91% | 99.91% |
18.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 242'762 CHF | 243'762 CHF | 99.92% | 99.92% |
15.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 257'654 CHF | 258'654 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 220'935 CHF | 221'935 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 187'109 CHF | 188'109 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 200'894 CHF | 201'894 CHF | 99.67% | 99.67% |
11.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 208'092 CHF | 209'092 CHF | 99.91% | 99.91% |
08.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 201'704 CHF | 202'704 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 205'563 CHF | 206'563 CHF | 99.88% | 99.88% |