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 | 0.95% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 261'998 CHF | 105'799 CHF | 99.17% | 99.17% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 271'562 CHF | 109'625 CHF | 99.17% | 99.17% |
18.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 264'380 CHF | 106'752 CHF | 99.23% | 99.23% |
15.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 268'212 CHF | 108'285 CHF | 99.17% | 99.17% |
14.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 259'645 CHF | 104'858 CHF | 99.13% | 99.13% |
13.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 262'267 CHF | 105'907 CHF | 99.17% | 99.17% |
12.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'859 CHF | 100'144 CHF | 99.17% | 99.17% |
11.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 235'654 CHF | 95'262 CHF | 99.17% | 99.17% |
08.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 251'014 CHF | 101'406 CHF | 99.17% | 99.17% |
07.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 249'934 CHF | 100'974 CHF | 98.00% | 98.00% |