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 | 2.48% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'843 CHF | 81'843 CHF | 99.53% | 99.53% |
19.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'425 CHF | 82'425 CHF | 99.56% | 99.56% |
18.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'245 CHF | 99'245 CHF | 99.57% | 99.57% |
15.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'192 CHF | 93'192 CHF | 98.92% | 98.92% |
14.11.2024 | 2.68% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 74'128 CHF | 76'128 CHF | 98.73% | 98.73% |
13.11.2024 | 3.29% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'150 CHF | 62'150 CHF | 96.69% | 96.69% |
12.11.2024 | 2.30% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'242 CHF | 88'242 CHF | 99.44% | 99.44% |
11.11.2024 | 2.39% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'019 CHF | 85'019 CHF | 99.57% | 99.57% |
08.11.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'528 CHF | 83'528 CHF | 99.52% | 99.52% |
07.11.2024 | 1.94% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 102'600 CHF | 104'600 CHF | 99.24% | 99.24% |