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 | 1.87% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'257 CHF | 108'257 CHF | 99.53% | 99.53% |
19.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'703 CHF | 107'703 CHF | 99.55% | 99.55% |
18.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'602 CHF | 91'602 CHF | 99.57% | 99.57% |
15.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'560 CHF | 98'560 CHF | 98.92% | 98.92% |
14.11.2024 | 1.75% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'563 CHF | 115'563 CHF | 98.73% | 98.73% |
13.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 127'823 CHF | 129'823 CHF | 96.13% | 96.13% |
12.11.2024 | 1.95% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'753 CHF | 103'753 CHF | 99.55% | 99.55% |
11.11.2024 | 1.88% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'392 CHF | 107'392 CHF | 99.57% | 99.57% |
08.11.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'742 CHF | 109'742 CHF | 99.52% | 99.52% |
07.11.2024 | 2.27% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'495 CHF | 89'495 CHF | 99.24% | 99.24% |