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 | 1.34% | 1.73 CHF | 1.74 CHF | 195'000 | 195'000 | 86'996 | 86'996 | 150'876 CHF | 152'452 CHF | 99.89% | 99.89% |
19.11.2024 | 1.34% | 1.75 CHF | 1.76 CHF | 195'000 | 195'000 | 80'356 | 80'356 | 142'223 CHF | 143'667 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 1.82 CHF | 1.83 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 165'109 CHF | 166'511 CHF | 99.89% | 99.89% |
15.11.2024 | 0.96% | 1.87 CHF | 1.88 CHF | 205'000 | 205'000 | 91'451 | 91'451 | 171'619 CHF | 173'006 CHF | 99.90% | 99.90% |
14.11.2024 | 1.22% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 126'430 CHF | 127'466 CHF | 100.00% | 100.00% |
13.11.2024 | 1.33% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 87'827 | 87'827 | 154'482 CHF | 156'065 CHF | 100.00% | 100.00% |
12.11.2024 | 1.38% | 1.75 CHF | 1.76 CHF | 195'000 | 195'000 | 86'076 | 86'076 | 146'294 CHF | 147'844 CHF | 99.85% | 99.85% |
11.11.2024 | 1.44% | 1.66 CHF | 1.67 CHF | 190'000 | 190'000 | 83'938 | 83'938 | 136'766 CHF | 138'280 CHF | 99.61% | 99.61% |
08.11.2024 | 1.44% | 1.63 CHF | 1.64 CHF | 190'000 | 190'000 | 85'023 | 85'023 | 138'188 CHF | 139'727 CHF | 100.00% | 100.00% |
07.11.2024 | 1.39% | 1.63 CHF | 1.64 CHF | 190'000 | 190'000 | 85'392 | 85'392 | 141'211 CHF | 142'759 CHF | 100.00% | 100.00% |