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 | 1.77% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'861 CHF | 113'861 CHF | 99.81% | 99.81% |
19.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'910 CHF | 93'910 CHF | 99.72% | 99.72% |
18.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'310 CHF | 99'310 CHF | 99.71% | 99.71% |
15.11.2024 | 1.96% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'181 CHF | 103'181 CHF | 99.81% | 99.81% |
14.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'777 CHF | 109'777 CHF | 99.81% | 99.81% |
13.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'394 CHF | 110'394 CHF | 99.81% | 99.81% |
12.11.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'980 CHF | 102'980 CHF | 99.51% | 99.51% |
11.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'495 CHF | 103'495 CHF | 99.71% | 99.71% |
08.11.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'203 CHF | 103'203 CHF | 99.81% | 99.81% |
07.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'259 CHF | 115'259 CHF | 95.70% | 95.70% |