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 | 1.41% | 1.64 CHF | 1.65 CHF | 195'000 | 195'000 | 86'994 | 86'994 | 142'990 CHF | 144'565 CHF | 99.89% | 99.89% |
19.11.2024 | 1.42% | 1.66 CHF | 1.67 CHF | 195'000 | 195'000 | 80'365 | 80'365 | 134'917 CHF | 136'362 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 89'569 | 89'569 | 156'890 CHF | 158'291 CHF | 99.89% | 99.89% |
15.11.2024 | 1.00% | 1.78 CHF | 1.79 CHF | 205'000 | 205'000 | 91'451 | 91'451 | 163'301 CHF | 164'689 CHF | 99.89% | 99.89% |
14.11.2024 | 1.28% | 1.75 CHF | 1.76 CHF | 200'000 | 200'000 | 68'838 | 68'838 | 120'128 CHF | 121'164 CHF | 100.00% | 100.00% |
13.11.2024 | 1.41% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 87'824 | 87'824 | 146'507 CHF | 148'090 CHF | 100.00% | 100.00% |
12.11.2024 | 1.46% | 1.66 CHF | 1.67 CHF | 195'000 | 195'000 | 86'096 | 86'096 | 138'519 CHF | 140'070 CHF | 99.85% | 99.85% |
11.11.2024 | 1.53% | 1.57 CHF | 1.58 CHF | 190'000 | 190'000 | 83'941 | 83'941 | 129'164 CHF | 130'678 CHF | 99.60% | 99.60% |
08.11.2024 | 1.52% | 1.54 CHF | 1.55 CHF | 190'000 | 190'000 | 85'304 | 85'304 | 131'005 CHF | 132'545 CHF | 99.25% | 99.25% |
07.11.2024 | 1.47% | 1.54 CHF | 1.55 CHF | 190'000 | 190'000 | 85'394 | 85'394 | 133'527 CHF | 135'075 CHF | 100.00% | 100.00% |