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 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 367'163 CHF | 370'163 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 368'654 CHF | 371'654 CHF | 99.86% | 99.86% |
18.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 297'071 | 297'071 | 355'903 CHF | 358'874 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 290'000 | 290'000 | 290'584 | 290'584 | 340'931 CHF | 343'836 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 326'703 CHF | 329'603 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290'000 | 290'000 | 284'460 | 284'460 | 313'261 CHF | 316'106 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290'000 | 290'000 | 285'346 | 285'346 | 315'349 CHF | 318'202 CHF | 99.88% | 99.88% |
11.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 302'146 CHF | 304'946 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 290'000 | 290'000 | 284'000 | 284'000 | 312'610 CHF | 315'450 CHF | 98.92% | 98.92% |
07.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 302'201 CHF | 305'001 CHF | 100.00% | 100.00% |