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 | 1.10% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 181'558 CHF | 183'558 CHF | 99.48% | 99.48% |
19.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 195'644 CHF | 197'644 CHF | 99.56% | 99.56% |
18.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'094 CHF | 199'094 CHF | 99.53% | 99.53% |
15.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'412 CHF | 199'412 CHF | 98.85% | 98.85% |
14.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 191'531 CHF | 193'531 CHF | 99.54% | 99.54% |
13.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'005 CHF | 199'005 CHF | 97.25% | 97.25% |
12.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'565 CHF | 187'565 CHF | 99.56% | 99.56% |
11.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'750 CHF | 182'750 CHF | 99.51% | 99.51% |
08.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'425 CHF | 187'425 CHF | 99.49% | 99.49% |
07.11.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'001 CHF | 100'001 CHF | 99.55% | 99.55% |