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 | 0.92% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'165 CHF | 109'066 CHF | 99.16% | 99.16% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'677 CHF | 109'271 CHF | 99.17% | 99.17% |
18.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 270'249 CHF | 109'100 CHF | 99.21% | 99.21% |
15.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 266'275 CHF | 107'510 CHF | 99.16% | 99.16% |
14.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 264'176 CHF | 106'670 CHF | 99.15% | 99.15% |
13.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 263'384 CHF | 106'354 CHF | 99.16% | 99.16% |
12.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 257'544 CHF | 104'018 CHF | 99.16% | 99.16% |
11.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 253'814 CHF | 102'526 CHF | 99.17% | 99.17% |
08.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 254'595 CHF | 102'838 CHF | 99.16% | 99.16% |
07.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 249'208 CHF | 100'683 CHF | 97.98% | 97.98% |