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 | 0.98% | 1.02 CHF | 1.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 122'042 CHF | 123'242 CHF | 99.48% | 99.48% |
19.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 118'037 CHF | 119'237 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 120'914 CHF | 122'114 CHF | 99.89% | 99.89% |
15.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 120'023 CHF | 121'223 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 118'172 CHF | 119'372 CHF | 98.61% | 98.61% |
13.11.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 118'955 CHF | 120'155 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 123'826 CHF | 125'026 CHF | 99.88% | 99.88% |
11.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 126'064 CHF | 127'264 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 125'716 CHF | 126'916 CHF | 99.04% | 99.04% |
07.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 129'054 CHF | 130'254 CHF | 100.00% | 100.00% |