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 | 0.84% | 2.11 CHF | 2.12 CHF | 200'000 | 200'000 | 89'142 | 89'142 | 188'759 CHF | 190'107 CHF | 99.90% | 99.90% |
19.11.2024 | 0.85% | 2.10 CHF | 2.11 CHF | 200'000 | 200'000 | 89'173 | 89'173 | 187'325 CHF | 188'673 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 88'892 | 88'892 | 194'172 CHF | 195'518 CHF | 99.90% | 99.90% |
15.11.2024 | 0.83% | 2.22 CHF | 2.23 CHF | 190'000 | 190'000 | 87'823 | 87'823 | 192'098 CHF | 193'434 CHF | 99.90% | 99.90% |
14.11.2024 | 1.42% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 65'678 | 65'678 | 144'695 CHF | 145'923 CHF | 96.41% | 96.41% |
13.11.2024 | 0.79% | 2.25 CHF | 2.26 CHF | 190'000 | 190'000 | 85'126 | 85'126 | 192'520 CHF | 193'808 CHF | 99.92% | 99.92% |
12.11.2024 | 0.79% | 2.26 CHF | 2.27 CHF | 190'000 | 190'000 | 84'498 | 84'498 | 192'239 CHF | 193'516 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 2.25 CHF | 2.26 CHF | 190'000 | 190'000 | 85'238 | 85'238 | 193'669 CHF | 194'963 CHF | 99.83% | 99.83% |
08.11.2024 | 0.82% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 88'744 | 88'744 | 194'505 CHF | 195'846 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 89'158 | 89'158 | 194'611 CHF | 195'959 CHF | 100.00% | 100.00% |