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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 170'612 CHF | 172'612 CHF | 99.81% | 99.81% |
20.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'677 CHF | 141'677 CHF | 99.81% | 99.81% |
19.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'495 CHF | 162'495 CHF | 99.72% | 99.72% |
18.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 155'676 CHF | 157'676 CHF | 99.71% | 99.71% |
15.11.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 153'558 CHF | 155'558 CHF | 99.81% | 99.81% |
14.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 147'781 CHF | 149'781 CHF | 99.81% | 99.81% |
13.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 147'957 CHF | 149'957 CHF | 99.81% | 99.81% |
12.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 156'199 CHF | 158'199 CHF | 99.51% | 99.51% |
11.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 156'471 CHF | 158'471 CHF | 99.72% | 99.72% |
08.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 158'361 CHF | 160'361 CHF | 99.81% | 99.81% |