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 | 1.65% | 1.40 CHF | 1.41 CHF | 195'000 | 195'000 | 86'991 | 86'991 | 121'820 CHF | 123'395 CHF | 99.89% | 99.89% |
19.11.2024 | 1.65% | 1.42 CHF | 1.43 CHF | 195'000 | 195'000 | 80'361 | 80'361 | 115'500 CHF | 116'945 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 89'570 | 89'570 | 135'229 CHF | 136'631 CHF | 99.89% | 99.89% |
15.11.2024 | 1.16% | 1.54 CHF | 1.55 CHF | 205'000 | 205'000 | 91'452 | 91'452 | 141'163 CHF | 142'550 CHF | 99.89% | 99.89% |
14.11.2024 | 1.49% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 68'838 | 68'838 | 103'342 CHF | 104'378 CHF | 100.00% | 100.00% |
13.11.2024 | 1.64% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 87'826 | 87'826 | 125'276 CHF | 126'859 CHF | 100.00% | 100.00% |
12.11.2024 | 1.72% | 1.42 CHF | 1.43 CHF | 195'000 | 195'000 | 86'076 | 86'076 | 117'677 CHF | 119'227 CHF | 99.85% | 99.85% |
11.11.2024 | 1.81% | 1.33 CHF | 1.34 CHF | 190'000 | 190'000 | 83'942 | 83'942 | 108'903 CHF | 110'417 CHF | 99.58% | 99.58% |
08.11.2024 | 1.80% | 1.30 CHF | 1.31 CHF | 190'000 | 190'000 | 85'311 | 85'311 | 110'557 CHF | 112'098 CHF | 99.23% | 99.23% |
07.11.2024 | 1.73% | 1.30 CHF | 1.31 CHF | 190'000 | 190'000 | 85'392 | 85'392 | 113'048 CHF | 114'596 CHF | 100.00% | 100.00% |