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 | 0.88% | 1.11 CHF | 1.12 CHF | 190'000 | 190'000 | 189'769 | 189'769 | 214'836 CHF | 216'734 CHF | 99.41% | 99.41% |
19.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 190'000 | 190'000 | 189'399 | 189'399 | 205'429 CHF | 207'324 CHF | 99.78% | 99.78% |
18.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 190'000 | 190'000 | 189'873 | 189'873 | 210'432 CHF | 212'330 CHF | 99.88% | 99.88% |
15.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 190'000 | 190'000 | 189'273 | 189'273 | 208'016 CHF | 209'909 CHF | 99.89% | 99.89% |
14.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 190'000 | 190'000 | 189'741 | 189'741 | 210'634 CHF | 212'531 CHF | 98.65% | 98.65% |
13.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 190'000 | 190'000 | 189'810 | 189'810 | 208'399 CHF | 210'297 CHF | 99.86% | 99.86% |
12.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 190'000 | 190'000 | 188'239 | 188'239 | 214'963 CHF | 216'846 CHF | 99.88% | 99.88% |
11.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 180'000 | 180'000 | 186'692 | 186'692 | 215'830 CHF | 217'697 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 190'000 | 190'000 | 189'775 | 189'775 | 213'671 CHF | 215'569 CHF | 98.29% | 98.29% |
07.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 180'000 | 180'000 | 179'727 | 179'727 | 214'634 CHF | 216'432 CHF | 99.89% | 99.89% |