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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 256'844 CHF | 258'844 CHF | 99.81% | 99.81% |
20.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 289'342 CHF | 291'342 CHF | 99.81% | 99.81% |
19.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'417 CHF | 271'417 CHF | 99.72% | 99.72% |
18.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 274'786 CHF | 276'786 CHF | 99.71% | 99.71% |
15.11.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'703 CHF | 280'703 CHF | 99.81% | 99.81% |
14.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 285'316 CHF | 287'316 CHF | 99.81% | 99.81% |
13.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 285'967 CHF | 287'967 CHF | 99.81% | 99.81% |
12.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'406 CHF | 280'406 CHF | 99.51% | 99.51% |
11.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 279'020 CHF | 281'020 CHF | 99.72% | 99.72% |
08.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'873 CHF | 280'873 CHF | 99.81% | 99.81% |