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 | 1.00% | 0.98 CHF | 0.99 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 119'063 CHF | 120'263 CHF | 99.44% | 99.44% |
19.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 122'841 CHF | 124'041 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 120'938 CHF | 122'138 CHF | 99.88% | 99.88% |
15.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 122'429 CHF | 123'629 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 123'927 CHF | 125'127 CHF | 98.60% | 98.60% |
13.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 123'318 CHF | 124'518 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 118'373 CHF | 119'573 CHF | 99.88% | 99.88% |
11.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 116'588 CHF | 117'788 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 117'623 CHF | 118'823 CHF | 99.05% | 99.05% |
07.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 115'458 CHF | 116'658 CHF | 100.00% | 100.00% |