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 | 1.98% | 0.49 CHF | 0.50 CHF | 180'000 | 180'000 | 178'997 | 178'997 | 91'275 CHF | 93'067 CHF | 99.42% | 99.42% |
19.11.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 180'000 | 180'000 | 178'149 | 178'149 | 82'732 CHF | 84'515 CHF | 99.35% | 99.35% |
18.11.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 180'000 | 180'000 | 178'187 | 178'187 | 94'165 CHF | 95'949 CHF | 99.88% | 99.88% |
15.11.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 180'000 | 180'000 | 178'177 | 178'177 | 90'837 CHF | 92'620 CHF | 100.00% | 100.00% |
14.11.2024 | 2.15% | 0.50 CHF | 0.51 CHF | 190'000 | 190'000 | 192'912 | 192'912 | 90'779 CHF | 92'710 CHF | 98.66% | 98.66% |
13.11.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 190'000 | 190'000 | 188'778 | 188'778 | 84'851 CHF | 86'740 CHF | 100.00% | 100.00% |
12.11.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 190'000 | 190'000 | 179'356 | 179'356 | 90'402 CHF | 92'197 CHF | 99.87% | 99.87% |
11.11.2024 | 2.04% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 197'979 | 197'979 | 98'138 CHF | 100'120 CHF | 100.00% | 100.00% |
08.11.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 190'000 | 190'000 | 188'047 | 188'047 | 81'228 CHF | 83'111 CHF | 98.52% | 98.52% |
07.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 180'000 | 180'000 | 178'095 | 178'095 | 99'665 CHF | 101'448 CHF | 100.00% | 100.00% |