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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 92'980 CHF | 93'880 CHF | 100.00% | 100.00% |
20.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 93'668 CHF | 94'568 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 90'096 CHF | 90'996 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 96'066 CHF | 96'966 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 95'452 CHF | 96'352 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 90'000 | 90'000 | 90'924 | 90'924 | 85'936 CHF | 86'845 CHF | 99.33% | 99.33% |
13.11.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 78'772 CHF | 79'722 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 0.81 CHF | 0.82 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 83'714 CHF | 84'623 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 93'395 CHF | 94'295 CHF | 99.93% | 99.93% |
08.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 94'098 CHF | 94'998 CHF | 100.00% | 100.00% |