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 | 1.14% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 104'390 CHF | 105'590 CHF | 99.48% | 99.48% |
19.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 108'221 CHF | 109'421 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 106'184 CHF | 107'384 CHF | 99.90% | 99.90% |
15.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 107'572 CHF | 108'772 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 109'147 CHF | 110'347 CHF | 98.59% | 98.59% |
13.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 108'656 CHF | 109'856 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 103'588 CHF | 104'788 CHF | 99.88% | 99.88% |
11.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 101'792 CHF | 102'992 CHF | 100.00% | 100.00% |
08.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 102'610 CHF | 103'810 CHF | 99.04% | 99.04% |
07.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 100'387 CHF | 101'587 CHF | 100.00% | 100.00% |