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 | 0.63% | 1.60 CHF | 1.61 CHF | 210'000 | 210'000 | 97'525 | 97'525 | 157'559 CHF | 158'537 CHF | 99.90% | 99.90% |
19.11.2024 | 0.84% | 1.57 CHF | 1.58 CHF | 210'000 | 210'000 | 88'451 | 88'451 | 136'502 CHF | 137'538 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 210'000 | 210'000 | 98'012 | 98'012 | 153'377 CHF | 154'359 CHF | 99.90% | 99.90% |
15.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 210'000 | 210'000 | 87'644 | 87'644 | 148'882 CHF | 149'762 CHF | 97.35% | 97.35% |
14.11.2024 | 0.93% | 1.79 CHF | 1.82 CHF | 100'000 | 100'000 | 63'323 | 63'323 | 113'483 CHF | 114'650 CHF | 98.81% | 98.81% |
13.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 88'136 | 88'136 | 158'849 CHF | 159'734 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 88'246 | 88'246 | 162'193 CHF | 163'079 CHF | 97.99% | 97.99% |
11.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 88'483 | 88'483 | 161'170 CHF | 162'058 CHF | 99.50% | 99.50% |
08.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 86'552 | 86'552 | 159'986 CHF | 160'858 CHF | 96.92% | 96.92% |
07.11.2024 | 0.60% | 1.85 CHF | 1.86 CHF | 200'000 | 200'000 | 92'465 | 92'465 | 162'616 CHF | 163'545 CHF | 98.41% | 98.41% |