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 | 2.30% | 1.00 CHF | 1.01 CHF | 195'000 | 195'000 | 86'996 | 86'996 | 87'379 CHF | 88'954 CHF | 99.89% | 99.89% |
19.11.2024 | 2.26% | 1.02 CHF | 1.03 CHF | 195'000 | 195'000 | 80'363 | 80'363 | 83'790 CHF | 85'234 CHF | 100.00% | 100.00% |
18.11.2024 | 1.70% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 89'572 | 89'572 | 99'610 CHF | 101'012 CHF | 99.89% | 99.89% |
15.11.2024 | 1.56% | 1.14 CHF | 1.15 CHF | 205'000 | 205'000 | 91'451 | 91'451 | 104'707 CHF | 106'094 CHF | 99.90% | 99.90% |
14.11.2024 | 2.02% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 75'924 CHF | 76'960 CHF | 100.00% | 100.00% |
13.11.2024 | 2.28% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 87'823 | 87'823 | 90'499 CHF | 92'082 CHF | 100.00% | 100.00% |
12.11.2024 | 2.42% | 1.03 CHF | 1.04 CHF | 195'000 | 195'000 | 86'095 | 86'095 | 83'721 CHF | 85'272 CHF | 99.87% | 99.87% |
11.11.2024 | 2.61% | 0.94 CHF | 0.95 CHF | 190'000 | 190'000 | 83'942 | 83'942 | 75'882 CHF | 77'396 CHF | 99.58% | 99.58% |
08.11.2024 | 2.57% | 0.91 CHF | 0.92 CHF | 190'000 | 190'000 | 85'321 | 85'321 | 77'279 CHF | 78'820 CHF | 99.20% | 99.20% |
07.11.2024 | 2.44% | 0.91 CHF | 0.92 CHF | 190'000 | 190'000 | 85'399 | 85'399 | 79'677 CHF | 81'225 CHF | 100.00% | 100.00% |