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 | 1.45% | 1.60 CHF | 1.61 CHF | 195'000 | 195'000 | 87'000 | 87'000 | 138'799 CHF | 140'374 CHF | 99.90% | 99.90% |
19.11.2024 | 1.45% | 1.61 CHF | 1.62 CHF | 195'000 | 195'000 | 80'366 | 80'366 | 131'228 CHF | 132'672 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 89'574 | 89'574 | 152'823 CHF | 154'225 CHF | 99.90% | 99.90% |
15.11.2024 | 1.03% | 1.73 CHF | 1.74 CHF | 205'000 | 205'000 | 91'455 | 91'455 | 159'106 CHF | 160'493 CHF | 99.90% | 99.90% |
14.11.2024 | 1.32% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 68'835 | 68'835 | 116'925 CHF | 117'961 CHF | 100.00% | 100.00% |
13.11.2024 | 1.45% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 87'825 | 87'825 | 142'369 CHF | 143'952 CHF | 100.00% | 100.00% |
12.11.2024 | 1.50% | 1.62 CHF | 1.63 CHF | 195'000 | 195'000 | 86'096 | 86'096 | 134'483 CHF | 136'034 CHF | 99.86% | 99.86% |
11.11.2024 | 1.57% | 1.53 CHF | 1.54 CHF | 190'000 | 190'000 | 83'952 | 83'952 | 125'189 CHF | 126'702 CHF | 99.53% | 99.53% |
08.11.2024 | 1.56% | 1.49 CHF | 1.50 CHF | 190'000 | 190'000 | 85'229 | 85'229 | 126'838 CHF | 128'378 CHF | 99.44% | 99.44% |
07.11.2024 | 1.52% | 1.50 CHF | 1.51 CHF | 190'000 | 190'000 | 85'394 | 85'394 | 129'464 CHF | 131'012 CHF | 100.00% | 100.00% |