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 | 0.66% | 1.47 CHF | 1.48 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 242'673 CHF | 244'273 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 233'332 CHF | 234'932 CHF | 99.55% | 99.55% |
18.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 318'185 CHF | 320'185 CHF | 99.94% | 99.94% |
15.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 316'060 CHF | 318'060 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 298'022 CHF | 300'022 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 288'435 CHF | 290'435 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 301'290 CHF | 303'290 CHF | 99.98% | 99.98% |
11.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'969 CHF | 312'969 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 296'813 CHF | 298'813 CHF | 98.94% | 98.94% |
07.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 317'271 CHF | 319'271 CHF | 85.74% | 85.74% |