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 | 1.19% | 2.50 CHF | 2.53 CHF | 75'000 | 75'000 | 74'297 | 74'296 | 187'887 CHF | 190'117 CHF | 100.00% | 100.00% |
19.11.2024 | 1.22% | 2.49 CHF | 2.52 CHF | 75'000 | 75'000 | 74'297 | 74'296 | 184'237 CHF | 186'467 CHF | 100.00% | 100.00% |
18.11.2024 | 1.20% | 2.52 CHF | 2.55 CHF | 75'000 | 75'000 | 74'297 | 74'296 | 186'087 CHF | 188'317 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 2.50 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'117 CHF | 189'367 CHF | 78.21% | 78.21% |
14.11.2024 | 1.20% | 2.52 CHF | 2.55 CHF | 75'000 | 75'000 | 74'296 | 74'296 | 186'190 CHF | 188'421 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 2.49 CHF | 2.52 CHF | 75'000 | 75'000 | 74'295 | 74'295 | 185'243 CHF | 187'475 CHF | 99.81% | 99.81% |
12.11.2024 | 1.19% | 2.51 CHF | 2.54 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 188'628 CHF | 190'859 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 2.57 CHF | 2.60 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 189'706 CHF | 191'937 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 2.52 CHF | 2.55 CHF | 75'000 | 75'000 | 74'298 | 74'298 | 187'404 CHF | 189'635 CHF | 100.00% | 100.00% |
07.11.2024 | 1.16% | 2.58 CHF | 2.61 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 192'634 CHF | 194'865 CHF | 100.00% | 100.00% |