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 | 1.26% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 94'734 CHF | 95'934 CHF | 99.43% | 99.43% |
19.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 98'616 CHF | 99'816 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 96'615 CHF | 97'815 CHF | 99.88% | 99.88% |
15.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 97'973 CHF | 99'173 CHF | 100.00% | 100.00% |
14.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 99'534 CHF | 100'734 CHF | 98.59% | 98.59% |
13.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 98'937 CHF | 100'137 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 93'931 CHF | 95'131 CHF | 99.90% | 99.90% |
11.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 92'347 CHF | 93'547 CHF | 100.00% | 100.00% |
08.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 93'076 CHF | 94'276 CHF | 99.05% | 99.05% |
07.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 90'893 CHF | 92'093 CHF | 100.00% | 100.00% |