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 | 0.96% | 1.99 CHF | 2.01 CHF | 70'000 | 70'000 | 69'966 | 69'966 | 144'690 CHF | 146'090 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 1.99 CHF | 2.01 CHF | 70'000 | 70'000 | 69'969 | 69'969 | 135'562 CHF | 136'962 CHF | 99.84% | 99.84% |
18.11.2024 | 1.00% | 1.96 CHF | 1.98 CHF | 70'000 | 70'000 | 69'983 | 69'983 | 139'384 CHF | 140'784 CHF | 99.88% | 99.88% |
15.11.2024 | 0.97% | 2.03 CHF | 2.05 CHF | 70'000 | 70'000 | 69'948 | 69'948 | 144'171 CHF | 145'571 CHF | 99.99% | 99.99% |
14.11.2024 | 0.99% | 2.00 CHF | 2.02 CHF | 70'000 | 70'000 | 69'983 | 69'983 | 140'812 CHF | 142'212 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 2.08 CHF | 2.10 CHF | 70'000 | 70'000 | 69'971 | 69'971 | 139'239 CHF | 140'638 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 2.00 CHF | 2.02 CHF | 70'000 | 70'000 | 69'969 | 69'969 | 143'200 CHF | 144'600 CHF | 99.85% | 99.85% |
11.11.2024 | 0.91% | 2.14 CHF | 2.16 CHF | 70'000 | 70'000 | 69'966 | 69'966 | 152'815 CHF | 154'215 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 2.08 CHF | 2.10 CHF | 70'000 | 70'000 | 69'963 | 69'963 | 145'805 CHF | 147'205 CHF | 98.58% | 98.58% |
07.11.2024 | 0.97% | 2.01 CHF | 2.03 CHF | 70'000 | 70'000 | 69'961 | 69'961 | 143'311 CHF | 144'711 CHF | 99.95% | 99.95% |