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 | 0.88% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'102 CHF | 132'263 CHF | 90.20% | 90.20% |
19.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'765 CHF | 129'765 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'676 CHF | 131'676 CHF | 99.38% | 99.38% |
15.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'153 CHF | 102'903 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'654 CHF | 137'654 CHF | 99.22% | 99.22% |
13.11.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 99'159 | 99'159 | 131'053 CHF | 132'058 CHF | 99.36% | 99.36% |
12.11.2024 | 0.72% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'268 CHF | 104'018 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'564 CHF | 107'314 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'293 CHF | 104'043 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 134'042 CHF | 135'042 CHF | 98.73% | 98.73% |