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 | 1.68% | 1.37 CHF | 1.38 CHF | 195'000 | 195'000 | 86'999 | 86'999 | 119'565 CHF | 121'140 CHF | 99.90% | 99.90% |
19.11.2024 | 1.68% | 1.39 CHF | 1.40 CHF | 195'000 | 195'000 | 80'362 | 80'362 | 113'398 CHF | 114'843 CHF | 100.00% | 100.00% |
18.11.2024 | 1.28% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 89'576 | 89'576 | 132'806 CHF | 134'208 CHF | 99.90% | 99.90% |
15.11.2024 | 1.18% | 1.51 CHF | 1.52 CHF | 205'000 | 205'000 | 91'454 | 91'454 | 138'629 CHF | 140'016 CHF | 99.90% | 99.90% |
14.11.2024 | 1.51% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 68'840 | 68'840 | 101'572 CHF | 102'608 CHF | 100.00% | 100.00% |
13.11.2024 | 1.68% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 87'826 | 87'826 | 122'949 CHF | 124'532 CHF | 100.00% | 100.00% |
12.11.2024 | 1.75% | 1.39 CHF | 1.40 CHF | 195'000 | 195'000 | 86'094 | 86'094 | 115'458 CHF | 117'009 CHF | 99.85% | 99.85% |
11.11.2024 | 1.85% | 1.30 CHF | 1.31 CHF | 190'000 | 190'000 | 83'947 | 83'947 | 106'718 CHF | 108'231 CHF | 99.53% | 99.53% |
08.11.2024 | 1.84% | 1.28 CHF | 1.29 CHF | 190'000 | 190'000 | 85'228 | 85'228 | 108'167 CHF | 109'708 CHF | 99.45% | 99.45% |
07.11.2024 | 1.77% | 1.28 CHF | 1.29 CHF | 190'000 | 190'000 | 85'392 | 85'392 | 110'777 CHF | 112'325 CHF | 100.00% | 100.00% |