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 | 2.33% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'951 CHF | 86'951 CHF | 100.00% | 100.00% |
19.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'081 CHF | 96'081 CHF | 99.56% | 99.56% |
18.11.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 74'028 CHF | 76'028 CHF | 99.94% | 99.94% |
15.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'101 CHF | 81'101 CHF | 100.00% | 100.00% |
14.11.2024 | 2.13% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'253 CHF | 95'253 CHF | 100.00% | 100.00% |
13.11.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'042 CHF | 103'042 CHF | 100.00% | 100.00% |
12.11.2024 | 2.19% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'731 CHF | 92'731 CHF | 99.98% | 99.98% |