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 | 1.72% | 0.56 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'086 CHF | 117'086 CHF | 13.10% | 98.98% |
19.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'654 CHF | 109'654 CHF | 100.00% | 100.00% |
18.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'855 CHF | 113'855 CHF | 100.00% | 100.00% |
15.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'750 CHF | 109'750 CHF | 100.00% | 100.00% |
14.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'817 CHF | 107'817 CHF | 99.22% | 99.22% |
13.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 197'794 | 197'504 | 104'020 CHF | 105'841 CHF | 99.36% | 99.36% |
12.11.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'464 CHF | 111'464 CHF | 100.00% | 100.00% |
11.11.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 124'190 CHF | 126'190 CHF | 100.00% | 100.00% |
08.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 122'892 CHF | 124'892 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 194'271 | 193'489 | 117'149 CHF | 118'630 CHF | 98.73% | 98.73% |