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 | 1.00% | 1.99 CHF | 2.01 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 191'653 CHF | 193'578 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 1.95 CHF | 1.97 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 187'189 CHF | 189'147 CHF | 99.90% | 99.90% |
18.11.2024 | 1.04% | 1.91 CHF | 1.93 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 187'537 CHF | 189'495 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.93 CHF | 1.95 CHF | 97'000 | 97'000 | 94'152 | 94'152 | 199'408 CHF | 201'291 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 2.39 CHF | 2.41 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 213'459 CHF | 215'255 CHF | 100.00% | 100.00% |
13.11.2024 | 0.85% | 2.38 CHF | 2.40 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 211'474 CHF | 213'283 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 2.41 CHF | 2.43 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 214'731 CHF | 216'520 CHF | 99.93% | 99.93% |
11.11.2024 | 0.84% | 2.35 CHF | 2.37 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 213'210 CHF | 215'012 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 2.31 CHF | 2.33 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 208'726 CHF | 210'554 CHF | 98.95% | 98.95% |
07.11.2024 | 0.89% | 2.29 CHF | 2.31 CHF | 91'000 | 91'000 | 91'896 | 91'896 | 206'762 CHF | 208'600 CHF | 100.00% | 100.00% |