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 | 1.13% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 176'291 CHF | 178'291 CHF | 99.81% | 99.81% |
19.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 156'281 CHF | 158'281 CHF | 99.72% | 99.72% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'763 CHF | 163'763 CHF | 99.71% | 99.71% |
15.11.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'606 CHF | 167'606 CHF | 99.81% | 99.81% |
14.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 172'188 CHF | 174'188 CHF | 99.81% | 99.81% |
13.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 172'803 CHF | 174'803 CHF | 99.81% | 99.81% |
12.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'453 CHF | 167'453 CHF | 99.51% | 99.51% |
11.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'877 CHF | 167'877 CHF | 99.72% | 99.72% |
08.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'580 CHF | 167'580 CHF | 99.81% | 99.81% |
07.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'557 CHF | 179'557 CHF | 95.70% | 95.70% |