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 | 1.58% | 1.46 CHF | 1.47 CHF | 195'000 | 195'000 | 86'987 | 86'987 | 127'351 CHF | 128'927 CHF | 99.89% | 99.89% |
19.11.2024 | 1.58% | 1.48 CHF | 1.49 CHF | 195'000 | 195'000 | 80'365 | 80'365 | 120'560 CHF | 122'004 CHF | 100.00% | 100.00% |
18.11.2024 | 1.21% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 140'810 CHF | 142'212 CHF | 99.89% | 99.89% |
15.11.2024 | 1.12% | 1.60 CHF | 1.61 CHF | 205'000 | 205'000 | 91'451 | 91'451 | 146'838 CHF | 148'226 CHF | 99.90% | 99.90% |
14.11.2024 | 1.43% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 107'737 CHF | 108'773 CHF | 100.00% | 100.00% |
13.11.2024 | 1.58% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 87'824 | 87'824 | 130'788 CHF | 132'372 CHF | 100.00% | 100.00% |
12.11.2024 | 1.64% | 1.48 CHF | 1.49 CHF | 195'000 | 195'000 | 86'096 | 86'096 | 123'143 CHF | 124'694 CHF | 99.85% | 99.85% |
11.11.2024 | 1.73% | 1.39 CHF | 1.40 CHF | 190'000 | 190'000 | 83'937 | 83'937 | 114'186 CHF | 115'700 CHF | 99.61% | 99.61% |
08.11.2024 | 1.72% | 1.36 CHF | 1.37 CHF | 190'000 | 190'000 | 85'023 | 85'023 | 115'465 CHF | 117'004 CHF | 100.00% | 100.00% |
07.11.2024 | 1.66% | 1.37 CHF | 1.38 CHF | 190'000 | 190'000 | 85'393 | 85'393 | 118'343 CHF | 119'891 CHF | 100.00% | 100.00% |