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 | 1.31% | 1.18 CHF | 1.19 CHF | 390'000 | 390'000 | 173'987 | 173'987 | 205'095 CHF | 207'354 CHF | 99.89% | 99.89% |
19.11.2024 | 1.35% | 1.18 CHF | 1.19 CHF | 390'000 | 390'000 | 160'712 | 160'712 | 192'223 CHF | 194'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.22 CHF | 1.23 CHF | 400'000 | 400'000 | 179'142 | 179'142 | 220'818 CHF | 222'710 CHF | 99.89% | 99.89% |
15.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 410'000 | 410'000 | 182'375 | 182'375 | 227'989 CHF | 229'816 CHF | 99.89% | 99.89% |
14.11.2024 | 1.18% | 1.23 CHF | 1.24 CHF | 400'000 | 400'000 | 137'673 | 137'673 | 169'323 CHF | 170'890 CHF | 100.00% | 100.00% |
13.11.2024 | 1.30% | 1.20 CHF | 1.21 CHF | 400'000 | 400'000 | 175'660 | 175'660 | 209'048 CHF | 211'323 CHF | 100.00% | 100.00% |
12.11.2024 | 1.34% | 1.19 CHF | 1.20 CHF | 390'000 | 390'000 | 171'626 | 171'626 | 199'174 CHF | 201'394 CHF | 99.85% | 99.85% |
11.11.2024 | 1.38% | 1.14 CHF | 1.15 CHF | 380'000 | 380'000 | 167'350 | 167'350 | 187'974 CHF | 190'142 CHF | 99.58% | 99.58% |
08.11.2024 | 1.38% | 1.12 CHF | 1.13 CHF | 380'000 | 380'000 | 170'109 | 170'109 | 190'185 CHF | 192'386 CHF | 99.21% | 99.21% |
07.11.2024 | 1.35% | 1.12 CHF | 1.13 CHF | 380'000 | 380'000 | 170'348 | 170'348 | 193'161 CHF | 195'369 CHF | 100.00% | 100.00% |