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 | 1.18% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 101'354 CHF | 102'554 CHF | 99.43% | 99.43% |
19.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 97'211 CHF | 98'411 CHF | 100.00% | 100.00% |
18.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 99'907 CHF | 101'107 CHF | 99.88% | 99.88% |
15.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 99'234 CHF | 100'434 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 97'309 CHF | 98'509 CHF | 98.51% | 98.51% |
13.11.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 98'043 CHF | 99'243 CHF | 100.00% | 100.00% |
12.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 103'206 CHF | 104'406 CHF | 99.89% | 99.89% |
11.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 105'289 CHF | 106'489 CHF | 100.00% | 100.00% |
08.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 104'940 CHF | 106'140 CHF | 99.05% | 99.05% |
07.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 108'024 CHF | 109'224 CHF | 100.00% | 100.00% |