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 | 0.66% | 1.50 CHF | 1.51 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 608'030 CHF | 612'030 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 598'642 CHF | 602'642 CHF | 99.95% | 99.95% |
18.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'503 CHF | 312'503 CHF | 99.94% | 99.94% |
15.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 309'966 CHF | 311'966 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 302'386 CHF | 304'386 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 298'779 CHF | 300'779 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 303'697 CHF | 305'697 CHF | 99.98% | 99.98% |
11.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 307'830 CHF | 309'830 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 302'371 CHF | 304'371 CHF | 98.94% | 98.94% |
07.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 311'402 CHF | 313'402 CHF | 85.82% | 85.82% |