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 | 1.86% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'438 CHF | 108'438 CHF | 99.81% | 99.81% |
19.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'453 CHF | 98'453 CHF | 99.72% | 99.72% |
18.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'013 CHF | 101'013 CHF | 99.71% | 99.71% |
15.11.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'121 CHF | 103'121 CHF | 99.81% | 99.81% |
14.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'482 CHF | 106'482 CHF | 99.81% | 99.81% |
13.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'667 CHF | 106'667 CHF | 99.81% | 99.81% |
12.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'976 CHF | 102'976 CHF | 99.51% | 99.51% |
11.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'276 CHF | 103'276 CHF | 99.72% | 99.72% |
08.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'099 CHF | 103'099 CHF | 99.81% | 99.81% |
07.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'230 CHF | 109'230 CHF | 95.70% | 95.70% |