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 | 0.63% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'930 CHF | 317'930 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 324'959 CHF | 326'959 CHF | 99.52% | 99.52% |
18.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'732 CHF | 307'732 CHF | 99.93% | 99.93% |
15.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 311'272 CHF | 313'272 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 325'052 CHF | 327'052 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 332'991 CHF | 334'991 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 322'438 CHF | 324'438 CHF | 99.98% | 99.98% |
11.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'615 CHF | 317'615 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 328'492 CHF | 330'492 CHF | 98.93% | 98.93% |
07.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'523 CHF | 316'523 CHF | 85.74% | 85.74% |