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% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 269'614 CHF | 108'846 CHF | 99.17% | 99.17% |
19.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 276'215 CHF | 111'486 CHF | 99.16% | 99.16% |
18.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'810 CHF | 111'324 CHF | 99.22% | 99.22% |
15.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 269'068 CHF | 108'627 CHF | 99.16% | 99.16% |
14.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 265'920 CHF | 107'368 CHF | 99.15% | 99.15% |
13.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 279'331 CHF | 112'733 CHF | 99.16% | 99.16% |
12.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 268'623 CHF | 108'449 CHF | 99.16% | 99.16% |
11.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'913 CHF | 101'365 CHF | 99.17% | 99.17% |
08.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 255'870 CHF | 103'348 CHF | 99.16% | 99.16% |
07.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 240'454 CHF | 97'182 CHF | 98.04% | 98.04% |