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 | 0.79% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'506 CHF | 126'506 CHF | 90.21% | 90.21% |
19.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 123'003 CHF | 124'003 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'893 CHF | 125'893 CHF | 99.38% | 99.38% |
15.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'756 CHF | 98'506 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'879 CHF | 131'879 CHF | 99.22% | 99.22% |
13.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 99'159 | 99'159 | 125'438 CHF | 126'442 CHF | 99.36% | 99.36% |
12.11.2024 | 0.76% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'956 CHF | 99'706 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'233 CHF | 102'983 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'915 CHF | 99'665 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 128'370 CHF | 129'371 CHF | 98.73% | 98.73% |