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 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 191'812 CHF | 192'812 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'492 CHF | 190'492 CHF | 99.92% | 99.92% |
18.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 207'550 CHF | 208'550 CHF | 99.92% | 99.92% |
15.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 222'413 CHF | 223'413 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 185'729 CHF | 186'729 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'895 CHF | 152'895 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'687 CHF | 166'687 CHF | 99.66% | 99.66% |
11.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 172'880 CHF | 173'880 CHF | 99.91% | 99.91% |
08.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'446 CHF | 167'446 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'165 CHF | 171'165 CHF | 99.87% | 99.87% |