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 | 0.61% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'369 CHF | 163'369 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'087 CHF | 161'087 CHF | 99.92% | 99.92% |
18.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'065 CHF | 179'065 CHF | 99.91% | 99.91% |
15.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 192'871 CHF | 193'871 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'222 CHF | 157'222 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 122'463 CHF | 123'463 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'276 CHF | 137'276 CHF | 99.66% | 99.66% |
11.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 143'318 CHF | 144'318 CHF | 99.91% | 99.91% |
08.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 136'904 CHF | 137'904 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'503 CHF | 141'503 CHF | 99.87% | 99.87% |