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 | 0.99% | 0.99 CHF | 1.00 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'481 CHF | 71'181 CHF | 99.48% | 99.48% |
19.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 69'658 CHF | 70'364 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 71'398 CHF | 72'098 CHF | 99.89% | 99.89% |
15.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'593 CHF | 71'293 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 70'000 | 70'000 | 73'271 | 73'271 | 70'100 CHF | 70'833 CHF | 98.62% | 98.62% |
13.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 69'678 CHF | 70'406 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'734 CHF | 71'434 CHF | 99.88% | 99.88% |
11.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 72'694 CHF | 73'394 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'880 CHF | 71'580 CHF | 99.04% | 99.04% |
07.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 74'076 CHF | 74'776 CHF | 100.00% | 100.00% |