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 | 0.71% | 1.35 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'263 CHF | 141'263 CHF | 90.21% | 90.21% |
19.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 137'765 CHF | 138'765 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'676 CHF | 140'676 CHF | 99.38% | 99.38% |
15.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'903 CHF | 109'653 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'654 CHF | 146'654 CHF | 99.22% | 99.22% |
13.11.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 99'159 | 99'159 | 139'977 CHF | 140'983 CHF | 99.36% | 99.36% |
12.11.2024 | 0.68% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'018 CHF | 110'768 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'314 CHF | 114'064 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'890 CHF | 110'793 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 142'808 CHF | 143'808 CHF | 98.73% | 98.73% |