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 | 1.73% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'736 CHF | 116'736 CHF | 99.53% | 99.53% |
19.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'677 CHF | 116'677 CHF | 99.55% | 99.55% |
18.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 125'786 CHF | 127'786 CHF | 99.57% | 99.57% |
15.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 121'978 CHF | 123'978 CHF | 98.91% | 98.91% |
14.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'076 CHF | 114'076 CHF | 98.73% | 98.73% |
13.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'297 CHF | 106'297 CHF | 96.69% | 96.69% |
12.11.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 119'711 CHF | 121'711 CHF | 99.55% | 99.55% |
11.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 117'943 CHF | 119'943 CHF | 99.56% | 99.56% |
08.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'581 CHF | 59'581 CHF | 99.52% | 99.52% |
07.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'748 CHF | 133'748 CHF | 99.48% | 99.48% |