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 | 1.02% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 117'575 CHF | 118'775 CHF | 99.43% | 99.43% |
19.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 113'496 CHF | 114'696 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 116'327 CHF | 117'527 CHF | 99.88% | 99.88% |
15.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 115'560 CHF | 116'760 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 113'637 CHF | 114'837 CHF | 98.55% | 98.55% |
13.11.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 114'317 CHF | 115'517 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 119'319 CHF | 120'519 CHF | 99.88% | 99.88% |
11.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 121'667 CHF | 122'867 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 121'183 CHF | 122'383 CHF | 99.05% | 99.05% |
07.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 124'380 CHF | 125'580 CHF | 100.00% | 100.00% |