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 | 0.94% | 1.04 CHF | 1.05 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 425'434 CHF | 429'434 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 415'803 CHF | 419'803 CHF | 99.52% | 99.52% |
18.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'749 CHF | 220'749 CHF | 99.94% | 99.94% |
15.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'186 CHF | 220'186 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 210'784 CHF | 212'784 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 207'079 CHF | 209'079 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 211'991 CHF | 213'991 CHF | 99.98% | 99.98% |
11.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'950 CHF | 217'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 210'439 CHF | 212'439 CHF | 98.94% | 98.94% |
07.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'091 CHF | 221'091 CHF | 85.78% | 85.78% |