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 | 1.14% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 173'950 CHF | 175'950 CHF | 99.38% | 99.38% |
19.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'274 CHF | 167'274 CHF | 99.26% | 99.26% |
18.11.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'204 CHF | 45'704 CHF | 99.29% | 99.29% |
15.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'294 CHF | 45'794 CHF | 99.38% | 99.38% |
14.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'024 CHF | 44'524 CHF | 99.35% | 99.35% |
13.11.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'367 CHF | 41'867 CHF | 99.38% | 99.38% |
12.11.2024 | 1.59% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'215 CHF | 31'715 CHF | 99.08% | 99.08% |
11.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'147 CHF | 31'647 CHF | 99.28% | 99.28% |
08.11.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'252 CHF | 27'752 CHF | 99.39% | 99.39% |
07.11.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'724 CHF | 26'224 CHF | 99.24% | 99.24% |