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 | 0.61% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 328'492 CHF | 330'492 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 319'028 CHF | 321'028 CHF | 99.55% | 99.55% |
18.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 340'480 CHF | 342'480 CHF | 99.94% | 99.94% |
15.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 339'073 CHF | 341'073 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 324'438 CHF | 326'438 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 316'816 CHF | 318'816 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 326'992 CHF | 328'992 CHF | 99.98% | 99.98% |
11.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 334'822 CHF | 336'822 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'561 CHF | 325'561 CHF | 98.94% | 98.94% |
07.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 340'346 CHF | 342'346 CHF | 85.74% | 85.74% |