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 | 1.92% | 1.21 CHF | 1.22 CHF | 195'000 | 195'000 | 86'988 | 86'988 | 104'889 CHF | 106'464 CHF | 99.89% | 99.89% |
19.11.2024 | 1.90% | 1.23 CHF | 1.24 CHF | 195'000 | 195'000 | 80'364 | 80'364 | 100'043 CHF | 101'488 CHF | 100.00% | 100.00% |
18.11.2024 | 1.44% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 117'870 CHF | 119'272 CHF | 99.89% | 99.89% |
15.11.2024 | 1.33% | 1.34 CHF | 1.35 CHF | 205'000 | 205'000 | 91'454 | 91'454 | 123'336 CHF | 124'723 CHF | 99.90% | 99.90% |
14.11.2024 | 1.71% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 90'017 CHF | 91'053 CHF | 100.00% | 100.00% |
13.11.2024 | 1.91% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 87'821 | 87'821 | 108'190 CHF | 109'773 CHF | 100.00% | 100.00% |
12.11.2024 | 2.00% | 1.23 CHF | 1.24 CHF | 195'000 | 195'000 | 86'094 | 86'094 | 101'090 CHF | 102'640 CHF | 99.85% | 99.85% |
11.11.2024 | 2.13% | 1.14 CHF | 1.15 CHF | 190'000 | 190'000 | 83'948 | 83'948 | 92'722 CHF | 94'236 CHF | 99.56% | 99.56% |
08.11.2024 | 2.11% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 85'331 | 85'331 | 94'241 CHF | 95'782 CHF | 99.17% | 99.17% |
07.11.2024 | 2.02% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 85'396 | 85'396 | 96'690 CHF | 98'238 CHF | 100.00% | 100.00% |