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 | 0.82% | 2.82 CHF | 2.83 CHF | 195'000 | 195'000 | 86'988 | 86'988 | 245'291 CHF | 246'866 CHF | 99.90% | 99.90% |
19.11.2024 | 0.84% | 2.83 CHF | 2.84 CHF | 195'000 | 195'000 | 80'357 | 80'357 | 229'262 CHF | 230'707 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 2.90 CHF | 2.91 CHF | 200'000 | 200'000 | 89'574 | 89'574 | 262'533 CHF | 263'935 CHF | 99.89% | 99.89% |
15.11.2024 | 0.61% | 2.96 CHF | 2.97 CHF | 205'000 | 205'000 | 91'454 | 91'454 | 271'350 CHF | 272'737 CHF | 99.90% | 99.90% |
14.11.2024 | 0.76% | 2.93 CHF | 2.94 CHF | 200'000 | 200'000 | 68'840 | 68'840 | 201'473 CHF | 202'509 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 2.87 CHF | 2.88 CHF | 200'000 | 200'000 | 87'823 | 87'823 | 249'614 CHF | 251'197 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 2.84 CHF | 2.85 CHF | 195'000 | 195'000 | 86'094 | 86'094 | 239'516 CHF | 241'066 CHF | 99.85% | 99.85% |
11.11.2024 | 0.86% | 2.74 CHF | 2.75 CHF | 190'000 | 190'000 | 83'947 | 83'947 | 227'410 CHF | 228'924 CHF | 99.55% | 99.55% |
08.11.2024 | 0.86% | 2.70 CHF | 2.71 CHF | 190'000 | 190'000 | 85'222 | 85'222 | 229'770 CHF | 231'310 CHF | 99.46% | 99.46% |
07.11.2024 | 0.85% | 2.70 CHF | 2.71 CHF | 190'000 | 190'000 | 85'399 | 85'399 | 232'780 CHF | 234'329 CHF | 100.00% | 100.00% |