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 | 2.47% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'113 CHF | 82'113 CHF | 99.81% | 99.81% |
19.11.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'116 CHF | 62'116 CHF | 99.72% | 99.72% |
18.11.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'553 CHF | 67'553 CHF | 99.71% | 99.71% |
15.11.2024 | 2.85% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'403 CHF | 71'403 CHF | 99.81% | 99.81% |
14.11.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'008 CHF | 78'008 CHF | 99.81% | 99.81% |
13.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'600 CHF | 78'600 CHF | 99.81% | 99.81% |
12.11.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'244 CHF | 71'244 CHF | 99.51% | 99.51% |
11.11.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'680 CHF | 71'680 CHF | 99.72% | 99.72% |
08.11.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'377 CHF | 71'377 CHF | 99.81% | 99.81% |
07.11.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'435 CHF | 83'435 CHF | 95.69% | 95.69% |