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 | 1.91% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'710 CHF | 105'710 CHF | 100.00% | 100.00% |
19.11.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'315 CHF | 94'315 CHF | 86.98% | 86.98% |
18.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'244 CHF | 117'244 CHF | 99.94% | 99.94% |
15.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'387 CHF | 115'387 CHF | 100.00% | 100.00% |
14.11.2024 | 2.00% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'081 CHF | 101'081 CHF | 100.00% | 100.00% |
13.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'438 CHF | 93'438 CHF | 100.00% | 100.00% |
12.11.2024 | 1.95% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'792 CHF | 103'792 CHF | 99.98% | 99.98% |
11.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'409 CHF | 111'409 CHF | 100.00% | 100.00% |
08.11.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'922 CHF | 99'922 CHF | 98.94% | 98.94% |
07.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'752 CHF | 115'752 CHF | 85.74% | 85.74% |