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 | 1.68% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'001 CHF | 60'001 CHF | 99.45% | 99.45% |
19.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'467 CHF | 59'467 CHF | 99.24% | 99.24% |
18.11.2024 | 1.92% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 102'585 | 102'585 | 52'980 CHF | 54'006 CHF | 99.36% | 99.36% |
15.11.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'456 CHF | 59'706 CHF | 99.38% | 99.38% |
14.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'873 CHF | 58'123 CHF | 99.22% | 99.22% |
13.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 90'818 | 90'818 | 45'869 CHF | 46'777 CHF | 99.06% | 99.06% |