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 | 0.71% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 280'956 CHF | 282'956 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 271'516 CHF | 273'516 CHF | 99.52% | 99.52% |
18.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'836 CHF | 294'836 CHF | 99.94% | 99.94% |
15.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 291'384 CHF | 293'384 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'729 CHF | 278'729 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'170 CHF | 271'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 279'388 CHF | 281'388 CHF | 99.98% | 99.98% |
11.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 287'187 CHF | 289'187 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'882 CHF | 277'882 CHF | 98.93% | 98.93% |
07.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 292'477 CHF | 294'477 CHF | 85.74% | 85.74% |