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 | 2.53% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'146 CHF | 80'146 CHF | 99.81% | 99.81% |
19.11.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'208 CHF | 70'208 CHF | 99.72% | 99.72% |
18.11.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 70'807 CHF | 72'807 CHF | 99.71% | 99.71% |
15.11.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'933 CHF | 74'933 CHF | 99.81% | 99.81% |
14.11.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'213 CHF | 78'213 CHF | 99.81% | 99.81% |
13.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'450 CHF | 78'450 CHF | 99.81% | 99.81% |
12.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'498 CHF | 74'498 CHF | 99.51% | 99.51% |
11.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'933 CHF | 74'933 CHF | 99.72% | 99.72% |
08.11.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'915 CHF | 74'915 CHF | 99.81% | 99.81% |
07.11.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'979 CHF | 80'979 CHF | 95.70% | 95.70% |