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 | 1.31% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'639 CHF | 153'639 CHF | 100.00% | 100.00% |
19.11.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 140'253 CHF | 142'253 CHF | 86.98% | 86.98% |
18.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'317 CHF | 165'317 CHF | 99.94% | 99.94% |
15.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'589 CHF | 163'589 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 147'153 CHF | 149'153 CHF | 100.00% | 100.00% |
13.11.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'519 CHF | 141'519 CHF | 100.00% | 100.00% |
12.11.2024 | 1.33% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 149'811 CHF | 151'811 CHF | 99.98% | 99.98% |
11.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 157'494 CHF | 159'494 CHF | 100.00% | 100.00% |
08.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'105 CHF | 148'105 CHF | 98.94% | 98.94% |
07.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'124 CHF | 164'124 CHF | 85.74% | 85.74% |