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 | 0.85% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'345 CHF | 118'345 CHF | 99.38% | 99.38% |
19.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'015 CHF | 87'765 CHF | 98.67% | 98.67% |
18.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'232 CHF | 86'982 CHF | 99.29% | 99.29% |
15.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'683 CHF | 85'433 CHF | 99.39% | 99.39% |
14.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'456 CHF | 88'206 CHF | 99.35% | 99.35% |
13.11.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'080 CHF | 85'830 CHF | 99.37% | 99.37% |
12.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'815 CHF | 80'565 CHF | 99.10% | 99.10% |
11.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'489 CHF | 80'239 CHF | 99.30% | 99.30% |
08.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'750 CHF | 80'500 CHF | 99.38% | 99.38% |
07.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'458 CHF | 77'208 CHF | 99.27% | 99.27% |