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 | 1.72% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 199'597 | 199'597 | 115'396 CHF | 117'392 CHF | 99.48% | 99.48% |
19.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 205'000 | 205'000 | 203'401 | 203'401 | 125'819 CHF | 127'853 CHF | 99.41% | 99.41% |
18.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 112'288 CHF | 114'280 CHF | 99.90% | 99.90% |
15.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 116'232 CHF | 118'224 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 201'617 | 201'617 | 124'665 CHF | 126'681 CHF | 98.65% | 98.65% |
13.11.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 205'000 | 205'000 | 203'633 | 203'633 | 130'132 CHF | 132'168 CHF | 100.00% | 100.00% |
12.11.2024 | 1.68% | 0.63 CHF | 0.64 CHF | 205'000 | 205'000 | 199'775 | 199'775 | 118'242 CHF | 120'240 CHF | 99.88% | 99.88% |
11.11.2024 | 1.64% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 199'745 | 199'745 | 120'593 CHF | 122'590 CHF | 100.00% | 100.00% |
08.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 205'000 | 205'000 | 203'525 | 203'525 | 135'228 CHF | 137'263 CHF | 98.50% | 98.50% |
07.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 195'141 | 195'141 | 109'102 CHF | 111'053 CHF | 100.00% | 100.00% |