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 | 0.97% | 1.02 CHF | 1.03 CHF | 180'000 | 180'000 | 178'873 | 178'873 | 187'533 CHF | 189'324 CHF | 99.42% | 99.42% |
19.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 190'000 | 190'000 | 186'244 | 186'244 | 186'625 CHF | 188'490 CHF | 99.41% | 99.41% |
18.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 180'000 | 180'000 | 178'135 | 178'135 | 190'259 CHF | 192'043 CHF | 99.88% | 99.88% |
15.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 190'000 | 190'000 | 188'023 | 188'023 | 198'632 CHF | 200'514 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 190'000 | 190'000 | 187'900 | 187'900 | 190'781 CHF | 192'662 CHF | 98.68% | 98.68% |
13.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 190'000 | 190'000 | 187'963 | 187'963 | 186'680 CHF | 188'562 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 190'000 | 190'000 | 179'306 | 179'306 | 187'264 CHF | 189'059 CHF | 99.87% | 99.87% |
11.11.2024 | 0.98% | 1.08 CHF | 1.09 CHF | 190'000 | 190'000 | 188'021 | 188'021 | 194'821 CHF | 196'703 CHF | 100.00% | 100.00% |
08.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 190'000 | 190'000 | 188'009 | 188'009 | 183'288 CHF | 185'171 CHF | 98.52% | 98.52% |
07.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 180'000 | 180'000 | 178'057 | 178'057 | 196'715 CHF | 198'497 CHF | 100.00% | 100.00% |