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 | 1.27% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 199'597 | 199'597 | 156'585 CHF | 158'581 CHF | 99.48% | 99.48% |
19.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 205'000 | 205'000 | 203'400 | 203'400 | 151'515 CHF | 153'549 CHF | 99.38% | 99.38% |
18.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 160'241 CHF | 162'232 CHF | 99.89% | 99.89% |
15.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 157'255 CHF | 159'247 CHF | 100.00% | 100.00% |
14.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 201'617 | 201'617 | 151'710 CHF | 153'726 CHF | 98.64% | 98.64% |
13.11.2024 | 1.36% | 0.69 CHF | 0.70 CHF | 205'000 | 205'000 | 203'638 | 203'638 | 149'067 CHF | 151'103 CHF | 100.00% | 100.00% |
12.11.2024 | 1.28% | 0.74 CHF | 0.75 CHF | 205'000 | 205'000 | 199'774 | 199'774 | 155'555 CHF | 157'553 CHF | 99.88% | 99.88% |
11.11.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 199'743 | 199'743 | 154'414 CHF | 156'412 CHF | 100.00% | 100.00% |
08.11.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 205'000 | 205'000 | 203'525 | 203'525 | 145'258 CHF | 147'294 CHF | 98.50% | 98.50% |
07.11.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 195'144 | 195'144 | 161'482 CHF | 163'433 CHF | 100.00% | 100.00% |