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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 321'218 CHF | 325'218 CHF | 99.94% | 99.94% |
25.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 328'852 CHF | 332'852 CHF | 98.60% | 98.60% |
22.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 328'889 CHF | 332'889 CHF | 100.00% | 100.00% |
20.11.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 362'192 CHF | 366'192 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 352'550 CHF | 356'550 CHF | 99.50% | 99.50% |
18.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 187'046 CHF | 189'046 CHF | 99.94% | 99.94% |
15.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'363 CHF | 188'363 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'071 CHF | 181'071 CHF | 100.00% | 100.00% |
13.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'301 CHF | 177'301 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'236 CHF | 182'236 CHF | 99.98% | 99.98% |