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 | 0.57% | 1.78 CHF | 1.79 CHF | 210'000 | 210'000 | 97'528 | 97'528 | 174'450 CHF | 175'427 CHF | 99.90% | 99.90% |
19.11.2024 | 0.75% | 1.74 CHF | 1.75 CHF | 210'000 | 210'000 | 88'452 | 88'452 | 151'805 CHF | 152'841 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 210'000 | 210'000 | 98'013 | 98'013 | 170'348 CHF | 171'330 CHF | 99.90% | 99.90% |
15.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 210'000 | 210'000 | 84'974 | 84'974 | 159'276 CHF | 160'129 CHF | 86.33% | 86.33% |
14.11.2024 | 0.89% | 1.96 CHF | 1.99 CHF | 100'000 | 100'000 | 64'373 | 64'373 | 126'403 CHF | 127'648 CHF | 87.67% | 87.67% |
13.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 88'135 | 88'135 | 173'989 CHF | 174'874 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 200'000 | 200'000 | 88'243 | 88'243 | 177'391 CHF | 178'277 CHF | 97.99% | 97.99% |
11.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 88'490 | 88'490 | 176'361 CHF | 177'250 CHF | 99.50% | 99.50% |
08.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 200'000 | 200'000 | 82'860 | 82'860 | 167'311 CHF | 168'145 CHF | 92.63% | 92.63% |
07.11.2024 | 0.54% | 2.02 CHF | 2.03 CHF | 200'000 | 200'000 | 92'476 | 92'476 | 178'407 CHF | 179'337 CHF | 88.52% | 88.52% |