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 | 2.13% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 74'752 | 74'752 | 63'735 CHF | 64'796 CHF | 99.65% | 99.65% |
19.11.2024 | 1.98% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 74'754 | 74'754 | 65'593 CHF | 66'653 CHF | 99.66% | 99.66% |
18.11.2024 | 1.92% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 74'783 | 74'783 | 68'413 CHF | 69'474 CHF | 99.57% | 99.57% |
15.11.2024 | 1.97% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 74'761 | 74'761 | 68'340 CHF | 69'401 CHF | 99.67% | 99.67% |
14.11.2024 | 2.16% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 74'762 | 74'762 | 62'594 CHF | 63'655 CHF | 99.66% | 99.66% |
13.11.2024 | 2.27% | 0.81 CHF | 0.82 CHF | 300'000 | 300'000 | 113'691 | 113'691 | 89'534 CHF | 91'137 CHF | 96.75% | 96.75% |
12.11.2024 | 2.24% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 112'128 | 112'128 | 88'197 CHF | 89'788 CHF | 99.66% | 99.66% |
11.11.2024 | 2.18% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 74'764 | 74'764 | 59'997 CHF | 61'058 CHF | 99.66% | 99.66% |
08.11.2024 | 2.25% | 0.81 CHF | 0.82 CHF | 300'000 | 300'000 | 112'122 | 112'122 | 88'991 CHF | 90'582 CHF | 99.65% | 99.65% |
07.11.2024 | 2.13% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 74'751 | 74'751 | 61'459 CHF | 62'520 CHF | 99.65% | 99.65% |