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 | 0.82% | 1.19 CHF | 1.20 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 483'481 CHF | 487'481 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 473'633 CHF | 477'633 CHF | 98.01% | 98.01% |
18.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 248'009 CHF | 250'009 CHF | 99.94% | 99.94% |
15.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 247'390 CHF | 249'390 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 239'908 CHF | 241'908 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 236'134 CHF | 238'134 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 241'308 CHF | 243'308 CHF | 99.98% | 99.98% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 245'374 CHF | 247'374 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 239'831 CHF | 241'831 CHF | 98.94% | 98.94% |
07.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 248'396 CHF | 250'396 CHF | 85.79% | 85.79% |