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 | 1.18% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 168'877 CHF | 170'877 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'952 CHF | 179'952 CHF | 99.56% | 99.56% |
18.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 158'195 CHF | 160'195 CHF | 99.94% | 99.94% |
15.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'420 CHF | 165'420 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'410 CHF | 179'410 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'216 CHF | 187'216 CHF | 100.00% | 100.00% |
12.11.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 174'907 CHF | 176'907 CHF | 99.98% | 99.98% |
11.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 167'956 CHF | 169'956 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'430 CHF | 182'430 CHF | 98.94% | 98.94% |
07.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'853 CHF | 167'853 CHF | 85.74% | 85.74% |