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 | 1.04% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 191'811 CHF | 193'811 CHF | 99.81% | 99.81% |
19.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 181'959 CHF | 183'959 CHF | 99.72% | 99.72% |
18.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 184'707 CHF | 186'707 CHF | 99.71% | 99.71% |
15.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'725 CHF | 188'725 CHF | 99.81% | 99.81% |
14.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'905 CHF | 191'905 CHF | 99.81% | 99.81% |
13.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 190'226 CHF | 192'226 CHF | 99.81% | 99.81% |
12.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'204 CHF | 188'204 CHF | 99.51% | 99.51% |
11.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'521 CHF | 188'521 CHF | 99.72% | 99.72% |
08.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'647 CHF | 188'647 CHF | 99.81% | 99.81% |
07.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 192'704 CHF | 194'704 CHF | 95.70% | 95.70% |