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 | 2.52% | 0.91 CHF | 0.92 CHF | 195'000 | 195'000 | 86'991 | 86'991 | 79'511 CHF | 81'086 CHF | 99.90% | 99.90% |
19.11.2024 | 2.47% | 0.93 CHF | 0.94 CHF | 195'000 | 195'000 | 80'363 | 80'363 | 76'518 CHF | 77'963 CHF | 100.00% | 100.00% |
18.11.2024 | 1.85% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 89'574 | 89'574 | 91'489 CHF | 92'891 CHF | 99.90% | 99.90% |
15.11.2024 | 1.69% | 1.05 CHF | 1.06 CHF | 205'000 | 205'000 | 91'454 | 91'454 | 96'404 CHF | 97'791 CHF | 99.90% | 99.90% |
14.11.2024 | 2.20% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 69'664 CHF | 70'700 CHF | 100.00% | 100.00% |
13.11.2024 | 2.50% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 87'829 | 87'829 | 82'584 CHF | 84'167 CHF | 100.00% | 100.00% |
12.11.2024 | 2.67% | 0.94 CHF | 0.95 CHF | 195'000 | 195'000 | 86'077 | 86'077 | 75'947 CHF | 77'497 CHF | 99.85% | 99.85% |
11.11.2024 | 2.90% | 0.85 CHF | 0.86 CHF | 190'000 | 190'000 | 83'950 | 83'950 | 68'349 CHF | 69'863 CHF | 99.55% | 99.55% |
08.11.2024 | 2.85% | 0.82 CHF | 0.83 CHF | 190'000 | 190'000 | 85'222 | 85'222 | 69'567 CHF | 71'107 CHF | 99.46% | 99.46% |
07.11.2024 | 2.69% | 0.82 CHF | 0.83 CHF | 190'000 | 190'000 | 85'392 | 85'392 | 72'033 CHF | 73'581 CHF | 100.00% | 100.00% |