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 | 0.61% | 2.93 CHF | 2.94 CHF | 200'000 | 200'000 | 89'141 | 89'141 | 261'195 CHF | 262'544 CHF | 99.90% | 99.90% |
19.11.2024 | 0.61% | 2.91 CHF | 2.92 CHF | 200'000 | 200'000 | 89'173 | 89'173 | 259'483 CHF | 260'831 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 3.02 CHF | 3.03 CHF | 200'000 | 200'000 | 88'892 | 88'892 | 266'399 CHF | 267'745 CHF | 99.90% | 99.90% |
15.11.2024 | 0.60% | 3.04 CHF | 3.05 CHF | 190'000 | 190'000 | 87'823 | 87'823 | 263'627 CHF | 264'963 CHF | 99.90% | 99.90% |
14.11.2024 | 1.03% | 3.01 CHF | 3.02 CHF | 200'000 | 200'000 | 65'660 | 65'660 | 198'102 CHF | 199'330 CHF | 96.46% | 96.46% |
13.11.2024 | 0.58% | 3.06 CHF | 3.07 CHF | 190'000 | 190'000 | 85'130 | 85'130 | 261'386 CHF | 262'674 CHF | 99.92% | 99.92% |
12.11.2024 | 0.58% | 3.07 CHF | 3.08 CHF | 190'000 | 190'000 | 84'500 | 84'500 | 260'472 CHF | 261'749 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 3.05 CHF | 3.06 CHF | 190'000 | 190'000 | 85'238 | 85'238 | 262'347 CHF | 263'641 CHF | 99.83% | 99.83% |
08.11.2024 | 0.60% | 2.99 CHF | 3.00 CHF | 200'000 | 200'000 | 88'745 | 88'745 | 265'366 CHF | 266'706 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 89'157 | 89'157 | 265'902 CHF | 267'251 CHF | 100.00% | 100.00% |