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 | 0.92% | 1.09 CHF | 1.10 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 130'147 CHF | 131'347 CHF | 99.44% | 99.44% |
19.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 126'072 CHF | 127'272 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 128'949 CHF | 130'149 CHF | 99.88% | 99.88% |
15.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 128'161 CHF | 129'361 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 126'193 CHF | 127'393 CHF | 98.60% | 98.60% |
13.11.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 126'940 CHF | 128'140 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 132'058 CHF | 133'258 CHF | 99.90% | 99.90% |
11.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 134'197 CHF | 135'397 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 133'886 CHF | 135'086 CHF | 99.05% | 99.05% |
07.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 137'026 CHF | 138'226 CHF | 100.00% | 100.00% |