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 | 0.93% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 267'275 CHF | 107'910 CHF | 99.17% | 99.17% |
19.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 269'070 CHF | 108'628 CHF | 99.17% | 99.17% |
18.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'417 CHF | 104'367 CHF | 99.23% | 99.23% |
15.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'615 CHF | 100'446 CHF | 99.17% | 99.17% |
14.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'078 CHF | 104'231 CHF | 99.16% | 99.16% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 262'356 CHF | 105'942 CHF | 99.17% | 99.17% |
12.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 256'744 CHF | 103'697 CHF | 99.17% | 99.17% |
11.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 234'526 CHF | 94'811 CHF | 99.17% | 99.17% |
08.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 233'296 CHF | 94'319 CHF | 99.17% | 99.17% |
07.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'381 CHF | 82'352 CHF | 98.00% | 98.00% |