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 | 0.85% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 234'843 CHF | 236'843 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 243'830 CHF | 245'830 CHF | 99.55% | 99.55% |
18.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 224'271 CHF | 226'271 CHF | 99.94% | 99.94% |
15.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'597 CHF | 231'597 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 243'569 CHF | 245'569 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 251'412 CHF | 253'412 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 241'061 CHF | 243'061 CHF | 99.98% | 99.98% |
11.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 234'272 CHF | 236'272 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 246'821 CHF | 248'821 CHF | 98.94% | 98.94% |
07.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 232'507 CHF | 234'507 CHF | 85.74% | 85.74% |