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 | 1.66% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 119'734 CHF | 121'734 CHF | 100.00% | 100.00% |
19.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'021 CHF | 133'021 CHF | 86.98% | 86.98% |
18.11.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'092 CHF | 111'092 CHF | 99.93% | 99.93% |
15.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'981 CHF | 115'981 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 128'136 CHF | 130'136 CHF | 100.00% | 100.00% |
13.11.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 136'097 CHF | 138'097 CHF | 100.00% | 100.00% |
12.11.2024 | 1.58% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 125'686 CHF | 127'686 CHF | 99.98% | 99.98% |
11.11.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'728 CHF | 120'728 CHF | 100.00% | 100.00% |
08.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'119 CHF | 133'119 CHF | 98.94% | 98.94% |
07.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'358 CHF | 118'358 CHF | 85.74% | 85.74% |