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 | 1.30% | 1.79 CHF | 1.80 CHF | 195'000 | 195'000 | 86'996 | 86'996 | 155'254 CHF | 156'829 CHF | 99.89% | 99.89% |
19.11.2024 | 1.31% | 1.80 CHF | 1.81 CHF | 195'000 | 195'000 | 80'356 | 80'356 | 146'294 CHF | 147'739 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 169'731 CHF | 171'133 CHF | 99.89% | 99.89% |
15.11.2024 | 0.93% | 1.92 CHF | 1.93 CHF | 205'000 | 205'000 | 91'453 | 91'453 | 176'375 CHF | 177'762 CHF | 99.90% | 99.90% |
14.11.2024 | 1.18% | 1.90 CHF | 1.91 CHF | 200'000 | 200'000 | 68'837 | 68'837 | 129'948 CHF | 130'984 CHF | 100.00% | 100.00% |
13.11.2024 | 1.30% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 87'830 | 87'830 | 158'926 CHF | 160'509 CHF | 100.00% | 100.00% |
12.11.2024 | 1.34% | 1.80 CHF | 1.81 CHF | 195'000 | 195'000 | 86'077 | 86'077 | 150'622 CHF | 152'172 CHF | 99.85% | 99.85% |
11.11.2024 | 1.40% | 1.71 CHF | 1.72 CHF | 190'000 | 190'000 | 83'943 | 83'943 | 140'959 CHF | 142'472 CHF | 99.56% | 99.56% |
08.11.2024 | 1.39% | 1.68 CHF | 1.69 CHF | 190'000 | 190'000 | 85'331 | 85'331 | 142'878 CHF | 144'418 CHF | 99.17% | 99.17% |
07.11.2024 | 1.35% | 1.68 CHF | 1.69 CHF | 190'000 | 190'000 | 85'396 | 85'396 | 145'468 CHF | 147'016 CHF | 100.00% | 100.00% |