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 | 3.28% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'103 CHF | 62'103 CHF | 99.81% | 99.81% |
19.11.2024 | 2.45% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'945 CHF | 82'945 CHF | 99.72% | 99.72% |
18.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'188 CHF | 78'188 CHF | 99.71% | 99.71% |
15.11.2024 | 2.67% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 73'957 CHF | 75'957 CHF | 99.81% | 99.81% |
14.11.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'198 CHF | 70'198 CHF | 99.81% | 99.81% |
13.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'321 CHF | 70'321 CHF | 99.81% | 99.81% |
12.11.2024 | 2.59% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'499 CHF | 78'499 CHF | 99.51% | 99.51% |
11.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'896 CHF | 78'896 CHF | 99.72% | 99.72% |
08.11.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'775 CHF | 80'775 CHF | 99.81% | 99.81% |
07.11.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'601 CHF | 69'601 CHF | 95.69% | 95.69% |