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 | 0.51% | 2.02 CHF | 2.03 CHF | 150'000 | 150'000 | 67'525 | 67'525 | 133'615 CHF | 134'292 CHF | 99.91% | 99.91% |
19.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 152'000 | 152'000 | 67'627 | 67'627 | 133'600 CHF | 134'278 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 150'000 | 150'000 | 65'041 | 65'041 | 135'028 CHF | 135'680 CHF | 99.64% | 99.64% |
15.11.2024 | 0.55% | 2.03 CHF | 2.04 CHF | 150'000 | 150'000 | 49'865 | 49'865 | 97'351 CHF | 97'850 CHF | 98.90% | 98.90% |
14.11.2024 | 1.04% | 1.93 CHF | 1.94 CHF | 152'000 | 152'000 | 50'917 | 50'917 | 96'656 CHF | 97'231 CHF | 95.06% | 95.06% |
13.11.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 168'000 | 168'000 | 75'197 | 75'197 | 111'756 CHF | 112'510 CHF | 99.78% | 99.78% |
12.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 170'000 | 170'000 | 75'477 | 75'477 | 110'000 CHF | 110'756 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 170'000 | 170'000 | 76'292 | 76'292 | 108'724 CHF | 109'488 CHF | 99.90% | 99.90% |
08.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 174'000 | 174'000 | 78'033 | 78'033 | 106'843 CHF | 107'624 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 174'000 | 174'000 | 77'459 | 77'459 | 107'536 CHF | 108'312 CHF | 99.86% | 99.86% |