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 | 1.18% | 1.98 CHF | 1.99 CHF | 195'000 | 195'000 | 86'993 | 86'993 | 171'782 CHF | 173'357 CHF | 99.89% | 99.89% |
19.11.2024 | 1.19% | 1.99 CHF | 2.00 CHF | 195'000 | 195'000 | 80'362 | 80'362 | 161'539 CHF | 162'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 2.06 CHF | 2.07 CHF | 200'000 | 200'000 | 89'570 | 89'570 | 186'786 CHF | 188'188 CHF | 99.89% | 99.89% |
15.11.2024 | 0.85% | 2.11 CHF | 2.12 CHF | 205'000 | 205'000 | 91'451 | 91'451 | 193'872 CHF | 195'259 CHF | 99.89% | 99.89% |
14.11.2024 | 1.07% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 68'843 | 68'843 | 143'098 CHF | 144'134 CHF | 100.00% | 100.00% |
13.11.2024 | 1.17% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 87'824 | 87'824 | 175'590 CHF | 177'173 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 1.99 CHF | 2.00 CHF | 195'000 | 195'000 | 86'094 | 86'094 | 166'975 CHF | 168'525 CHF | 99.85% | 99.85% |
11.11.2024 | 1.26% | 1.90 CHF | 1.91 CHF | 190'000 | 190'000 | 83'936 | 83'936 | 156'817 CHF | 158'331 CHF | 99.59% | 99.59% |
08.11.2024 | 1.25% | 1.87 CHF | 1.88 CHF | 190'000 | 190'000 | 85'311 | 85'311 | 158'751 CHF | 160'292 CHF | 99.23% | 99.23% |
07.11.2024 | 1.22% | 1.87 CHF | 1.88 CHF | 190'000 | 190'000 | 85'392 | 85'392 | 161'453 CHF | 163'002 CHF | 100.00% | 100.00% |