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% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 646'360 CHF | 217'453 CHF | 99.37% | 99.37% |
19.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 656'599 CHF | 220'866 CHF | 99.07% | 99.07% |
18.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 656'869 CHF | 220'956 CHF | 96.83% | 96.83% |
15.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 668'290 CHF | 224'763 CHF | 99.37% | 99.37% |
14.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 678'438 CHF | 228'146 CHF | 99.37% | 99.37% |
13.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 654'122 CHF | 220'041 CHF | 96.89% | 96.89% |
12.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 655'121 CHF | 220'374 CHF | 96.82% | 96.82% |
11.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 662'975 CHF | 222'992 CHF | 98.74% | 98.74% |
08.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 655'352 CHF | 220'451 CHF | 93.15% | 93.15% |
07.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 661'891 CHF | 222'630 CHF | 98.69% | 98.69% |