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 | 1.21% | 1.91 CHF | 1.92 CHF | 195'000 | 195'000 | 86'995 | 86'995 | 166'498 CHF | 168'074 CHF | 99.89% | 99.89% |
19.11.2024 | 1.22% | 1.93 CHF | 1.94 CHF | 195'000 | 195'000 | 80'365 | 80'365 | 156'593 CHF | 158'037 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 2.00 CHF | 2.01 CHF | 200'000 | 200'000 | 89'570 | 89'570 | 181'178 CHF | 182'579 CHF | 99.89% | 99.89% |
15.11.2024 | 0.87% | 2.05 CHF | 2.06 CHF | 205'000 | 205'000 | 91'451 | 91'451 | 188'092 CHF | 189'479 CHF | 99.89% | 99.89% |
14.11.2024 | 1.11% | 2.02 CHF | 2.03 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 138'825 CHF | 139'860 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 1.97 CHF | 1.98 CHF | 200'000 | 200'000 | 87'825 | 87'825 | 170'212 CHF | 171'795 CHF | 99.99% | 99.99% |
12.11.2024 | 1.25% | 1.93 CHF | 1.94 CHF | 195'000 | 195'000 | 86'094 | 86'094 | 161'722 CHF | 163'272 CHF | 99.87% | 99.87% |
11.11.2024 | 1.30% | 1.84 CHF | 1.85 CHF | 190'000 | 190'000 | 83'943 | 83'943 | 151'733 CHF | 153'246 CHF | 99.59% | 99.59% |
08.11.2024 | 1.29% | 1.81 CHF | 1.82 CHF | 190'000 | 190'000 | 85'313 | 85'313 | 153'625 CHF | 155'166 CHF | 99.22% | 99.22% |
07.11.2024 | 1.26% | 1.81 CHF | 1.82 CHF | 190'000 | 190'000 | 85'394 | 85'394 | 156'296 CHF | 157'844 CHF | 100.00% | 100.00% |