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 | 2.38% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'116 CHF | 85'116 CHF | 99.81% | 99.81% |
19.11.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'511 CHF | 95'511 CHF | 99.72% | 99.72% |
18.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'281 CHF | 93'281 CHF | 99.71% | 99.71% |
15.11.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'188 CHF | 92'188 CHF | 99.81% | 99.81% |
14.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'146 CHF | 89'146 CHF | 99.81% | 99.81% |
13.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'296 CHF | 89'296 CHF | 99.81% | 99.81% |
12.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'745 CHF | 93'745 CHF | 99.51% | 99.51% |
11.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'745 CHF | 93'745 CHF | 99.72% | 99.72% |
08.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'368 CHF | 94'368 CHF | 99.81% | 99.81% |
07.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'755 CHF | 88'755 CHF | 95.70% | 95.70% |