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 | 0.72% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 85'146 | 85'146 | 183'818 CHF | 184'991 CHF | 99.89% | 99.89% |
19.11.2024 | 0.68% | 2.23 CHF | 2.24 CHF | 150'000 | 150'000 | 87'397 | 87'397 | 188'811 CHF | 189'981 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.20 CHF | 2.21 CHF | 150'000 | 150'000 | 89'487 | 89'487 | 188'072 CHF | 188'969 CHF | 99.89% | 99.89% |
15.11.2024 | 0.72% | 2.04 CHF | 2.05 CHF | 160'000 | 160'000 | 90'868 | 90'868 | 189'517 CHF | 190'764 CHF | 99.90% | 99.90% |
14.11.2024 | 0.50% | 2.13 CHF | 2.14 CHF | 160'000 | 160'000 | 89'868 | 89'868 | 185'724 CHF | 186'626 CHF | 99.35% | 99.35% |
13.11.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 160'000 | 160'000 | 90'131 | 90'131 | 178'968 CHF | 179'873 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 2.05 CHF | 2.06 CHF | 160'000 | 160'000 | 90'147 | 90'147 | 180'227 CHF | 181'132 CHF | 99.88% | 99.88% |
11.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 160'000 | 160'000 | 90'261 | 90'261 | 184'692 CHF | 185'598 CHF | 99.65% | 99.65% |
08.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 89'703 | 89'703 | 191'367 CHF | 192'267 CHF | 98.58% | 98.58% |
07.11.2024 | 0.52% | 2.07 CHF | 2.08 CHF | 160'000 | 160'000 | 90'125 | 90'125 | 179'550 CHF | 180'454 CHF | 100.00% | 100.00% |