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 | 1.46% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'896 CHF | 137'896 CHF | 99.53% | 99.53% |
19.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 136'418 CHF | 138'418 CHF | 99.55% | 99.55% |
18.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 153'406 CHF | 155'406 CHF | 99.58% | 99.58% |
15.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 147'446 CHF | 149'446 CHF | 98.92% | 98.92% |
14.11.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 130'287 CHF | 132'287 CHF | 98.73% | 98.73% |
13.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'296 CHF | 118'296 CHF | 96.13% | 96.13% |
12.11.2024 | 1.40% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 142'355 CHF | 144'355 CHF | 99.56% | 99.56% |
11.11.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'210 CHF | 141'210 CHF | 99.57% | 99.57% |
08.11.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 137'792 CHF | 139'792 CHF | 99.52% | 99.52% |
07.11.2024 | 1.25% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'068 CHF | 161'068 CHF | 99.24% | 99.24% |