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 | 0.63% | 2.83 CHF | 2.84 CHF | 200'000 | 200'000 | 89'136 | 89'136 | 252'362 CHF | 253'710 CHF | 99.90% | 99.90% |
19.11.2024 | 0.63% | 2.81 CHF | 2.82 CHF | 200'000 | 200'000 | 89'177 | 89'177 | 250'706 CHF | 252'054 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 2.92 CHF | 2.93 CHF | 200'000 | 200'000 | 88'887 | 88'887 | 257'609 CHF | 258'955 CHF | 99.90% | 99.90% |
15.11.2024 | 0.62% | 2.94 CHF | 2.95 CHF | 190'000 | 190'000 | 87'822 | 87'822 | 254'898 CHF | 256'234 CHF | 99.90% | 99.90% |
14.11.2024 | 1.07% | 2.91 CHF | 2.92 CHF | 200'000 | 200'000 | 65'680 | 65'680 | 191'648 CHF | 192'875 CHF | 96.40% | 96.40% |
13.11.2024 | 0.60% | 2.96 CHF | 2.97 CHF | 190'000 | 190'000 | 85'131 | 85'131 | 253'010 CHF | 254'299 CHF | 99.92% | 99.92% |
12.11.2024 | 0.60% | 2.97 CHF | 2.98 CHF | 190'000 | 190'000 | 84'503 | 84'503 | 252'156 CHF | 253'433 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 2.96 CHF | 2.97 CHF | 190'000 | 190'000 | 85'231 | 85'231 | 253'953 CHF | 255'247 CHF | 99.83% | 99.83% |
08.11.2024 | 0.62% | 2.90 CHF | 2.91 CHF | 200'000 | 200'000 | 88'746 | 88'746 | 256'743 CHF | 258'084 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 2.87 CHF | 2.88 CHF | 200'000 | 200'000 | 89'157 | 89'157 | 257'156 CHF | 258'505 CHF | 100.00% | 100.00% |