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 | 2.86% | 0.80 CHF | 0.81 CHF | 195'000 | 195'000 | 86'940 | 86'940 | 69'850 CHF | 71'425 CHF | 99.89% | 99.89% |
19.11.2024 | 2.78% | 0.82 CHF | 0.83 CHF | 195'000 | 195'000 | 80'362 | 80'362 | 67'540 CHF | 68'985 CHF | 100.00% | 100.00% |
18.11.2024 | 2.08% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 89'573 | 89'573 | 81'526 CHF | 82'928 CHF | 99.89% | 99.89% |
15.11.2024 | 1.89% | 0.94 CHF | 0.95 CHF | 205'000 | 205'000 | 91'453 | 91'453 | 86'209 CHF | 87'597 CHF | 99.90% | 99.90% |
14.11.2024 | 2.47% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 68'836 | 68'836 | 62'020 CHF | 63'055 CHF | 100.00% | 100.00% |
13.11.2024 | 2.84% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 87'819 | 87'819 | 72'837 CHF | 74'420 CHF | 100.00% | 100.00% |
12.11.2024 | 3.06% | 0.82 CHF | 0.83 CHF | 195'000 | 195'000 | 86'092 | 86'092 | 66'392 CHF | 67'943 CHF | 99.85% | 99.85% |
11.11.2024 | 3.36% | 0.74 CHF | 0.75 CHF | 190'000 | 190'000 | 83'943 | 83'943 | 59'004 CHF | 60'518 CHF | 99.56% | 99.56% |
08.11.2024 | 3.29% | 0.71 CHF | 0.72 CHF | 190'000 | 190'000 | 85'336 | 85'336 | 60'273 CHF | 61'813 CHF | 99.16% | 99.16% |
07.11.2024 | 3.09% | 0.71 CHF | 0.72 CHF | 190'000 | 190'000 | 85'398 | 85'398 | 62'631 CHF | 64'179 CHF | 100.00% | 100.00% |