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 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'356 CHF | 110'356 CHF | 99.39% | 99.39% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'034 CHF | 81'784 CHF | 98.67% | 98.67% |
18.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'238 CHF | 80'988 CHF | 99.28% | 99.28% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'666 CHF | 79'416 CHF | 99.39% | 99.39% |
14.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'453 CHF | 82'203 CHF | 99.35% | 99.35% |
13.11.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'079 CHF | 79'829 CHF | 99.36% | 99.36% |
12.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'816 CHF | 74'566 CHF | 99.09% | 99.09% |
11.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'475 CHF | 74'225 CHF | 99.30% | 99.30% |
08.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'733 CHF | 74'483 CHF | 99.39% | 99.39% |
07.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'407 CHF | 71'157 CHF | 99.27% | 99.27% |