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 | 1.25% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 95'592 CHF | 96'792 CHF | 99.48% | 99.48% |
19.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 91'608 CHF | 92'808 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 94'430 CHF | 95'630 CHF | 99.89% | 99.89% |
15.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 93'474 CHF | 94'674 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 91'606 CHF | 92'806 CHF | 98.65% | 98.65% |
13.11.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 92'429 CHF | 93'629 CHF | 100.00% | 100.00% |
12.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 97'360 CHF | 98'560 CHF | 99.88% | 99.88% |
11.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 99'605 CHF | 100'805 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 99'238 CHF | 100'438 CHF | 99.04% | 99.04% |
07.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 102'312 CHF | 103'512 CHF | 100.00% | 100.00% |