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 | 0.90% | 1.08 CHF | 1.09 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 442'833 CHF | 446'833 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 433'147 CHF | 437'147 CHF | 98.91% | 98.91% |
18.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'515 CHF | 229'515 CHF | 99.94% | 99.94% |
15.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 226'918 CHF | 228'918 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'654 CHF | 221'654 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'717 CHF | 217'717 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 220'763 CHF | 222'763 CHF | 99.98% | 99.98% |
11.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 224'828 CHF | 226'828 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'301 CHF | 221'301 CHF | 98.94% | 98.94% |
07.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'880 CHF | 229'880 CHF | 85.78% | 85.78% |