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 | 1.06% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 199'598 | 199'598 | 187'613 CHF | 189'609 CHF | 99.49% | 99.49% |
19.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 205'000 | 205'000 | 203'401 | 203'401 | 182'906 CHF | 184'940 CHF | 99.41% | 99.41% |
18.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 191'176 CHF | 193'168 CHF | 99.90% | 99.90% |
15.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 188'243 CHF | 190'235 CHF | 100.00% | 100.00% |
14.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 201'618 | 201'618 | 183'030 CHF | 185'046 CHF | 98.58% | 98.58% |
13.11.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 205'000 | 205'000 | 203'633 | 203'633 | 180'638 CHF | 182'675 CHF | 100.00% | 100.00% |
12.11.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 205'000 | 205'000 | 199'775 | 199'775 | 186'680 CHF | 188'678 CHF | 99.88% | 99.88% |
11.11.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 199'744 | 199'744 | 185'392 CHF | 187'390 CHF | 100.00% | 100.00% |
08.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 205'000 | 205'000 | 203'525 | 203'525 | 176'997 CHF | 179'033 CHF | 98.50% | 98.50% |
07.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 195'143 | 195'143 | 191'663 CHF | 193'614 CHF | 100.00% | 100.00% |