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 | 1.09% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'707 CHF | 184'707 CHF | 99.53% | 99.53% |
19.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'085 CHF | 184'085 CHF | 99.56% | 99.56% |
18.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 166'236 CHF | 168'236 CHF | 99.57% | 99.57% |
15.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 173'354 CHF | 175'354 CHF | 98.92% | 98.92% |
14.11.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 190'248 CHF | 192'248 CHF | 98.73% | 98.73% |
13.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 204'512 CHF | 206'512 CHF | 96.69% | 96.69% |
12.11.2024 | 1.12% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 178'415 CHF | 180'415 CHF | 99.55% | 99.55% |
11.11.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'164 CHF | 184'164 CHF | 99.57% | 99.57% |
08.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 184'665 CHF | 186'665 CHF | 99.52% | 99.52% |
07.11.2024 | 1.21% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'709 CHF | 166'709 CHF | 99.24% | 99.24% |