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 | 0.90% | 1.99 CHF | 2.00 CHF | 200'000 | 200'000 | 89'135 | 89'135 | 177'495 CHF | 178'844 CHF | 99.90% | 99.90% |
19.11.2024 | 0.90% | 1.97 CHF | 1.98 CHF | 200'000 | 200'000 | 89'173 | 89'173 | 176'104 CHF | 177'452 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 2.08 CHF | 2.09 CHF | 200'000 | 200'000 | 88'886 | 88'886 | 182'832 CHF | 184'178 CHF | 99.90% | 99.90% |
15.11.2024 | 0.88% | 2.10 CHF | 2.11 CHF | 190'000 | 190'000 | 87'816 | 87'816 | 180'932 CHF | 182'267 CHF | 99.89% | 99.89% |
14.11.2024 | 1.51% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 65'682 | 65'682 | 136'396 CHF | 137'623 CHF | 96.40% | 96.40% |
13.11.2024 | 0.84% | 2.13 CHF | 2.14 CHF | 190'000 | 190'000 | 85'128 | 85'128 | 181'758 CHF | 183'047 CHF | 99.92% | 99.92% |
12.11.2024 | 0.83% | 2.14 CHF | 2.15 CHF | 190'000 | 190'000 | 84'500 | 84'500 | 181'632 CHF | 182'909 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 2.12 CHF | 2.13 CHF | 190'000 | 190'000 | 85'231 | 85'231 | 183'021 CHF | 184'315 CHF | 99.83% | 99.83% |
08.11.2024 | 0.87% | 2.07 CHF | 2.08 CHF | 200'000 | 200'000 | 88'746 | 88'746 | 183'485 CHF | 184'826 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 89'157 | 89'157 | 183'404 CHF | 184'753 CHF | 100.00% | 100.00% |