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 | 0.74% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 89'140 | 89'140 | 214'291 CHF | 215'640 CHF | 99.90% | 99.90% |
19.11.2024 | 0.75% | 2.38 CHF | 2.39 CHF | 200'000 | 200'000 | 89'173 | 89'173 | 212'694 CHF | 214'043 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 2.49 CHF | 2.50 CHF | 200'000 | 200'000 | 88'891 | 88'891 | 219'536 CHF | 220'882 CHF | 99.90% | 99.90% |
15.11.2024 | 0.73% | 2.51 CHF | 2.52 CHF | 190'000 | 190'000 | 87'824 | 87'824 | 217'199 CHF | 218'535 CHF | 99.90% | 99.90% |
14.11.2024 | 1.25% | 2.48 CHF | 2.49 CHF | 200'000 | 200'000 | 65'677 | 65'677 | 163'523 CHF | 164'751 CHF | 96.40% | 96.40% |
13.11.2024 | 0.70% | 2.54 CHF | 2.55 CHF | 190'000 | 190'000 | 85'126 | 85'126 | 216'725 CHF | 218'014 CHF | 99.92% | 99.92% |
12.11.2024 | 0.70% | 2.55 CHF | 2.56 CHF | 190'000 | 190'000 | 84'496 | 84'496 | 216'265 CHF | 217'542 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 2.53 CHF | 2.54 CHF | 190'000 | 190'000 | 85'235 | 85'235 | 217'904 CHF | 219'197 CHF | 99.83% | 99.83% |
08.11.2024 | 0.73% | 2.48 CHF | 2.49 CHF | 200'000 | 200'000 | 88'744 | 88'744 | 219'486 CHF | 220'827 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 2.46 CHF | 2.47 CHF | 200'000 | 200'000 | 89'159 | 89'159 | 219'708 CHF | 221'057 CHF | 100.00% | 100.00% |