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 | 1.77% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'931 CHF | 113'931 CHF | 99.53% | 99.53% |
19.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'487 CHF | 114'487 CHF | 99.56% | 99.56% |
18.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 129'402 CHF | 131'402 CHF | 99.58% | 99.58% |
15.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'399 CHF | 125'399 CHF | 98.92% | 98.92% |
14.11.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'278 CHF | 108'278 CHF | 98.73% | 98.73% |
13.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'313 CHF | 94'313 CHF | 96.69% | 96.69% |
12.11.2024 | 1.68% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'363 CHF | 120'363 CHF | 99.56% | 99.56% |
11.11.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'190 CHF | 117'190 CHF | 99.57% | 99.57% |
08.11.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'742 CHF | 115'742 CHF | 99.52% | 99.52% |
07.11.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 134'928 CHF | 136'928 CHF | 99.24% | 99.24% |