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 | 1.49% | 1.55 CHF | 1.56 CHF | 195'000 | 195'000 | 86'996 | 86'996 | 135'183 CHF | 136'759 CHF | 99.89% | 99.89% |
19.11.2024 | 1.49% | 1.57 CHF | 1.58 CHF | 195'000 | 195'000 | 80'356 | 80'356 | 127'740 CHF | 129'185 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 148'867 CHF | 150'269 CHF | 99.89% | 99.89% |
15.11.2024 | 1.06% | 1.69 CHF | 1.70 CHF | 205'000 | 205'000 | 91'451 | 91'451 | 155'080 CHF | 156'467 CHF | 99.90% | 99.90% |
14.11.2024 | 1.35% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 68'837 | 68'837 | 113'941 CHF | 114'977 CHF | 100.00% | 100.00% |
13.11.2024 | 1.49% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 87'830 | 87'830 | 138'665 CHF | 140'248 CHF | 100.00% | 100.00% |
12.11.2024 | 1.54% | 1.57 CHF | 1.58 CHF | 195'000 | 195'000 | 86'075 | 86'075 | 130'804 CHF | 132'354 CHF | 99.87% | 99.87% |
11.11.2024 | 1.62% | 1.48 CHF | 1.49 CHF | 190'000 | 190'000 | 83'942 | 83'942 | 121'693 CHF | 123'206 CHF | 99.57% | 99.57% |
08.11.2024 | 1.61% | 1.45 CHF | 1.46 CHF | 190'000 | 190'000 | 85'324 | 85'324 | 123'475 CHF | 125'015 CHF | 99.19% | 99.19% |
07.11.2024 | 1.56% | 1.45 CHF | 1.46 CHF | 190'000 | 190'000 | 85'396 | 85'396 | 125'960 CHF | 127'508 CHF | 100.00% | 100.00% |