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 | 1.07% | 2.16 CHF | 2.17 CHF | 195'000 | 195'000 | 86'991 | 86'991 | 188'238 CHF | 189'813 CHF | 99.90% | 99.90% |
19.11.2024 | 1.08% | 2.18 CHF | 2.19 CHF | 195'000 | 195'000 | 80'364 | 80'364 | 176'649 CHF | 178'093 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 2.25 CHF | 2.26 CHF | 200'000 | 200'000 | 89'576 | 89'576 | 203'709 CHF | 205'111 CHF | 99.90% | 99.90% |
15.11.2024 | 0.78% | 2.30 CHF | 2.31 CHF | 205'000 | 205'000 | 91'454 | 91'454 | 211'175 CHF | 212'563 CHF | 99.90% | 99.90% |
14.11.2024 | 0.99% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 156'104 CHF | 157'140 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 87'821 | 87'821 | 192'133 CHF | 193'716 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 2.18 CHF | 2.19 CHF | 195'000 | 195'000 | 86'097 | 86'097 | 183'134 CHF | 184'684 CHF | 99.85% | 99.85% |
11.11.2024 | 1.14% | 2.09 CHF | 2.10 CHF | 190'000 | 190'000 | 83'949 | 83'949 | 172'554 CHF | 174'067 CHF | 99.53% | 99.53% |
08.11.2024 | 1.14% | 2.05 CHF | 2.06 CHF | 190'000 | 190'000 | 85'228 | 85'228 | 174'556 CHF | 176'096 CHF | 99.44% | 99.44% |
07.11.2024 | 1.11% | 2.06 CHF | 2.07 CHF | 190'000 | 190'000 | 85'397 | 85'397 | 177'337 CHF | 178'885 CHF | 100.00% | 100.00% |