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 | 0.77% | 1.28 CHF | 1.29 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 519'437 CHF | 523'437 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 509'508 CHF | 513'508 CHF | 98.01% | 98.01% |
18.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 266'023 CHF | 268'023 CHF | 99.94% | 99.94% |
15.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 265'409 CHF | 267'409 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 257'921 CHF | 259'921 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 254'164 CHF | 256'164 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 259'331 CHF | 261'331 CHF | 99.98% | 99.98% |
11.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 263'424 CHF | 265'424 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 257'879 CHF | 259'879 CHF | 98.94% | 98.94% |
07.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 266'550 CHF | 268'550 CHF | 85.79% | 85.79% |