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 | 1.95% | 1.19 CHF | 1.20 CHF | 195'000 | 195'000 | 86'994 | 86'994 | 103'200 CHF | 104'775 CHF | 99.89% | 99.89% |
19.11.2024 | 1.93% | 1.21 CHF | 1.22 CHF | 195'000 | 195'000 | 80'356 | 80'356 | 98'440 CHF | 99'884 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 89'571 | 89'571 | 116'062 CHF | 117'464 CHF | 99.89% | 99.89% |
15.11.2024 | 1.35% | 1.32 CHF | 1.33 CHF | 205'000 | 205'000 | 91'449 | 91'449 | 121'438 CHF | 122'826 CHF | 99.89% | 99.89% |
14.11.2024 | 1.73% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 88'641 CHF | 89'677 CHF | 100.00% | 100.00% |
13.11.2024 | 1.94% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 87'838 | 87'838 | 106'484 CHF | 108'067 CHF | 99.92% | 99.92% |
12.11.2024 | 2.04% | 1.21 CHF | 1.22 CHF | 195'000 | 195'000 | 86'094 | 86'094 | 99'428 CHF | 100'979 CHF | 99.85% | 99.85% |
11.11.2024 | 2.17% | 1.12 CHF | 1.13 CHF | 190'000 | 190'000 | 83'936 | 83'936 | 91'143 CHF | 92'657 CHF | 99.62% | 99.62% |
08.11.2024 | 2.15% | 1.09 CHF | 1.10 CHF | 190'000 | 190'000 | 85'021 | 85'021 | 92'322 CHF | 93'862 CHF | 100.00% | 100.00% |
07.11.2024 | 2.05% | 1.09 CHF | 1.10 CHF | 190'000 | 190'000 | 85'392 | 85'392 | 95'076 CHF | 96'624 CHF | 100.00% | 100.00% |