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 | 0.81% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 245'057 CHF | 247'057 CHF | 99.81% | 99.81% |
19.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 265'658 CHF | 267'658 CHF | 99.72% | 99.72% |
18.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 261'115 CHF | 263'115 CHF | 99.71% | 99.71% |
15.11.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 258'743 CHF | 260'743 CHF | 99.81% | 99.81% |
14.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 253'071 CHF | 255'071 CHF | 99.81% | 99.81% |
13.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 253'125 CHF | 255'125 CHF | 99.81% | 99.81% |
12.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 261'505 CHF | 263'505 CHF | 99.51% | 99.51% |
11.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 261'727 CHF | 263'727 CHF | 99.72% | 99.72% |
08.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 263'405 CHF | 265'405 CHF | 99.81% | 99.81% |
07.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 252'420 CHF | 254'420 CHF | 95.70% | 95.70% |