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 | 0.96% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 258'668 CHF | 104'467 CHF | 99.16% | 99.16% |
19.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 257'798 CHF | 104'119 CHF | 99.17% | 99.17% |
18.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 249'714 CHF | 100'886 CHF | 99.22% | 99.22% |
15.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 245'292 CHF | 99'117 CHF | 99.17% | 99.17% |
14.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 244'348 CHF | 98'739 CHF | 99.16% | 99.16% |
13.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 249'385 CHF | 100'754 CHF | 99.16% | 99.16% |
12.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 243'848 CHF | 98'539 CHF | 99.16% | 99.16% |
11.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 232'558 CHF | 94'023 CHF | 99.17% | 99.17% |
08.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 234'015 CHF | 94'606 CHF | 99.16% | 99.16% |
07.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 221'392 CHF | 89'557 CHF | 97.98% | 97.98% |