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 | 2.26% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'683 CHF | 89'683 CHF | 99.81% | 99.81% |
19.11.2024 | 1.83% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'505 CHF | 110'505 CHF | 99.72% | 99.72% |
18.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'682 CHF | 105'682 CHF | 99.71% | 99.71% |
15.11.2024 | 1.95% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'565 CHF | 103'565 CHF | 99.81% | 99.81% |
14.11.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'786 CHF | 97'786 CHF | 99.81% | 99.81% |
13.11.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'965 CHF | 97'965 CHF | 99.81% | 99.81% |
12.11.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'206 CHF | 106'206 CHF | 99.51% | 99.51% |
11.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'478 CHF | 106'478 CHF | 99.72% | 99.72% |
08.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'369 CHF | 108'369 CHF | 99.81% | 99.81% |
07.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'177 CHF | 97'177 CHF | 95.70% | 95.70% |