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 | 1.37% | 1.69 CHF | 1.70 CHF | 195'000 | 195'000 | 86'986 | 86'986 | 147'035 CHF | 148'610 CHF | 99.89% | 99.89% |
19.11.2024 | 1.38% | 1.71 CHF | 1.72 CHF | 195'000 | 195'000 | 80'364 | 80'364 | 138'753 CHF | 140'198 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 89'574 | 89'574 | 161'231 CHF | 162'633 CHF | 99.89% | 99.89% |
15.11.2024 | 0.98% | 1.83 CHF | 1.84 CHF | 205'000 | 205'000 | 91'452 | 91'452 | 167'770 CHF | 169'157 CHF | 99.90% | 99.90% |
14.11.2024 | 1.25% | 1.80 CHF | 1.81 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 123'351 CHF | 124'387 CHF | 100.00% | 100.00% |
13.11.2024 | 1.37% | 1.75 CHF | 1.76 CHF | 200'000 | 200'000 | 87'822 | 87'822 | 150'676 CHF | 152'259 CHF | 100.00% | 100.00% |
12.11.2024 | 1.42% | 1.71 CHF | 1.72 CHF | 195'000 | 195'000 | 86'097 | 86'097 | 142'556 CHF | 144'107 CHF | 99.85% | 99.85% |
11.11.2024 | 1.48% | 1.62 CHF | 1.63 CHF | 190'000 | 190'000 | 83'944 | 83'944 | 133'071 CHF | 134'585 CHF | 99.56% | 99.56% |
08.11.2024 | 1.47% | 1.59 CHF | 1.60 CHF | 190'000 | 190'000 | 85'332 | 85'332 | 134'852 CHF | 136'393 CHF | 99.17% | 99.17% |
07.11.2024 | 1.43% | 1.59 CHF | 1.60 CHF | 190'000 | 190'000 | 85'397 | 85'397 | 137'471 CHF | 139'019 CHF | 100.00% | 100.00% |