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 | 2.11% | 1.09 CHF | 1.10 CHF | 195'000 | 195'000 | 86'993 | 86'993 | 95'174 CHF | 96'749 CHF | 99.89% | 99.89% |
19.11.2024 | 2.08% | 1.11 CHF | 1.12 CHF | 195'000 | 195'000 | 80'362 | 80'362 | 90'902 CHF | 92'346 CHF | 100.00% | 100.00% |
18.11.2024 | 1.58% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 89'570 | 89'570 | 107'612 CHF | 109'014 CHF | 99.89% | 99.89% |
15.11.2024 | 1.45% | 1.23 CHF | 1.24 CHF | 205'000 | 205'000 | 91'450 | 91'450 | 112'900 CHF | 114'287 CHF | 99.89% | 99.89% |
14.11.2024 | 1.87% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 68'843 | 68'843 | 82'087 CHF | 83'123 CHF | 100.00% | 100.00% |
13.11.2024 | 2.10% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 87'829 | 87'829 | 98'368 CHF | 99'952 CHF | 100.00% | 100.00% |
12.11.2024 | 2.22% | 1.11 CHF | 1.12 CHF | 195'000 | 195'000 | 86'091 | 86'091 | 91'384 CHF | 92'935 CHF | 99.87% | 99.87% |
11.11.2024 | 2.37% | 1.03 CHF | 1.04 CHF | 190'000 | 190'000 | 83'933 | 83'933 | 83'285 CHF | 84'799 CHF | 99.63% | 99.63% |
08.11.2024 | 2.35% | 1.00 CHF | 1.01 CHF | 190'000 | 190'000 | 85'022 | 85'022 | 84'422 CHF | 85'962 CHF | 100.00% | 100.00% |
07.11.2024 | 2.24% | 1.00 CHF | 1.01 CHF | 190'000 | 190'000 | 85'397 | 85'397 | 87'170 CHF | 88'719 CHF | 100.00% | 100.00% |