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 | 0.67% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'553 CHF | 150'553 CHF | 97.89% | 97.89% |
19.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'481 CHF | 157'481 CHF | 96.37% | 96.37% |
18.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'692 CHF | 147'692 CHF | 96.81% | 96.81% |
15.11.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'420 CHF | 140'420 CHF | 96.08% | 96.08% |
14.11.2024 | 0.71% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'739 CHF | 140'739 CHF | 98.64% | 98.64% |
13.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'804 CHF | 157'804 CHF | 98.94% | 98.94% |
12.11.2024 | 0.71% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'241 CHF | 142'241 CHF | 98.56% | 98.56% |
11.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'477 CHF | 128'477 CHF | 97.85% | 97.85% |
08.11.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'233 CHF | 139'233 CHF | 98.78% | 98.78% |
07.11.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 132'908 CHF | 133'908 CHF | 98.22% | 98.22% |