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 | 0.70% | 1.41 CHF | 1.42 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 572'489 CHF | 576'489 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 562'908 CHF | 566'908 CHF | 99.56% | 99.56% |
18.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'604 CHF | 294'604 CHF | 99.94% | 99.94% |
15.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'121 CHF | 294'121 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 284'586 CHF | 286'586 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 280'954 CHF | 282'954 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 285'857 CHF | 287'857 CHF | 99.98% | 99.98% |
11.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 289'883 CHF | 291'883 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 284'480 CHF | 286'480 CHF | 98.94% | 98.94% |
07.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 293'441 CHF | 295'441 CHF | 85.81% | 85.81% |