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 | 0.87% | 1.13 CHF | 1.14 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 137'486 CHF | 138'686 CHF | 99.44% | 99.44% |
19.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 141'328 CHF | 142'528 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 139'380 CHF | 140'580 CHF | 99.88% | 99.88% |
15.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 140'964 CHF | 142'164 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 142'456 CHF | 143'656 CHF | 98.58% | 98.58% |
13.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 141'919 CHF | 143'119 CHF | 100.00% | 100.00% |
12.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 136'874 CHF | 138'074 CHF | 99.90% | 99.90% |
11.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 135'036 CHF | 136'236 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 136'139 CHF | 137'339 CHF | 99.05% | 99.05% |
07.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 134'123 CHF | 135'323 CHF | 100.00% | 100.00% |