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 | 1.29% | 1.57 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'531 CHF | 155'531 CHF | 99.48% | 99.48% |
19.11.2024 | 1.18% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'252 CHF | 85'252 CHF | 99.56% | 99.56% |
18.11.2024 | 1.17% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'997 CHF | 85'997 CHF | 99.53% | 99.53% |
15.11.2024 | 1.17% | 1.74 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'253 CHF | 172'253 CHF | 98.85% | 98.85% |
14.11.2024 | 1.21% | 1.63 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'028 CHF | 83'028 CHF | 99.55% | 99.55% |
13.11.2024 | 1.17% | 1.65 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 169'957 CHF | 171'957 CHF | 97.40% | 97.40% |
12.11.2024 | 1.26% | 1.59 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'733 CHF | 159'733 CHF | 99.56% | 99.56% |
11.11.2024 | 1.30% | 1.57 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'534 CHF | 154'534 CHF | 99.51% | 99.51% |
08.11.2024 | 1.26% | 1.57 CHF | 1.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'439 CHF | 159'439 CHF | 99.50% | 99.50% |
07.11.2024 | 1.16% | 1.62 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'582 CHF | 86'582 CHF | 99.31% | 99.31% |