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 | 0.52% | 2.00 CHF | 2.01 CHF | 150'000 | 150'000 | 67'521 | 67'521 | 132'078 CHF | 132'754 CHF | 99.90% | 99.90% |
19.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 152'000 | 152'000 | 67'626 | 67'626 | 132'098 CHF | 132'775 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 150'000 | 150'000 | 65'039 | 65'039 | 133'564 CHF | 134'215 CHF | 99.64% | 99.64% |
15.11.2024 | 0.55% | 2.01 CHF | 2.02 CHF | 150'000 | 150'000 | 49'864 | 49'864 | 96'254 CHF | 96'754 CHF | 98.89% | 98.89% |
14.11.2024 | 1.05% | 1.91 CHF | 1.92 CHF | 152'000 | 152'000 | 50'874 | 50'874 | 95'475 CHF | 96'049 CHF | 95.01% | 95.01% |
13.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 168'000 | 168'000 | 75'201 | 75'201 | 110'262 CHF | 111'016 CHF | 99.78% | 99.78% |
12.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 170'000 | 170'000 | 75'478 | 75'478 | 108'528 CHF | 109'285 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 170'000 | 170'000 | 76'294 | 76'294 | 107'307 CHF | 108'072 CHF | 99.90% | 99.90% |
08.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 174'000 | 174'000 | 78'033 | 78'033 | 105'365 CHF | 106'147 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 174'000 | 174'000 | 77'459 | 77'459 | 106'072 CHF | 106'848 CHF | 99.85% | 99.85% |