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 | 1.47% | 1.04 CHF | 1.05 CHF | 390'000 | 390'000 | 173'990 | 173'990 | 182'208 CHF | 184'467 CHF | 99.89% | 99.89% |
19.11.2024 | 1.51% | 1.05 CHF | 1.06 CHF | 390'000 | 390'000 | 160'723 | 160'723 | 170'831 CHF | 172'965 CHF | 99.97% | 99.97% |
18.11.2024 | 1.01% | 1.09 CHF | 1.10 CHF | 400'000 | 400'000 | 179'144 | 179'144 | 197'105 CHF | 198'998 CHF | 99.89% | 99.89% |
15.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 410'000 | 410'000 | 182'377 | 182'377 | 203'794 CHF | 205'621 CHF | 99.90% | 99.90% |
14.11.2024 | 1.32% | 1.10 CHF | 1.11 CHF | 400'000 | 400'000 | 137'680 | 137'680 | 151'205 CHF | 152'772 CHF | 100.00% | 100.00% |
13.11.2024 | 1.46% | 1.07 CHF | 1.08 CHF | 400'000 | 400'000 | 175'653 | 175'653 | 185'954 CHF | 188'229 CHF | 100.00% | 100.00% |
12.11.2024 | 1.51% | 1.05 CHF | 1.06 CHF | 390'000 | 390'000 | 171'591 | 171'591 | 176'612 CHF | 178'831 CHF | 99.84% | 99.84% |
11.11.2024 | 1.57% | 1.01 CHF | 1.02 CHF | 380'000 | 380'000 | 167'350 | 167'350 | 165'958 CHF | 168'126 CHF | 99.58% | 99.58% |
08.11.2024 | 1.56% | 0.99 CHF | 1.00 CHF | 380'000 | 380'000 | 170'116 | 170'116 | 168'025 CHF | 170'226 CHF | 99.20% | 99.20% |
07.11.2024 | 1.52% | 0.99 CHF | 1.00 CHF | 380'000 | 380'000 | 170'232 | 170'232 | 170'725 CHF | 172'933 CHF | 99.95% | 99.95% |