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 | 0.99% | 1.02 CHF | 1.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'821 CHF | 101'821 CHF | 99.38% | 99.38% |
19.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'484 CHF | 75'234 CHF | 99.31% | 99.31% |
18.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'853 CHF | 74'603 CHF | 99.29% | 99.29% |
15.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'162 CHF | 72'912 CHF | 99.39% | 99.39% |
14.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'060 CHF | 75'810 CHF | 99.35% | 99.35% |
13.11.2024 | 1.03% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'677 CHF | 73'427 CHF | 99.37% | 99.37% |
12.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'336 CHF | 68'086 CHF | 99.09% | 99.09% |
11.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'103 CHF | 67'853 CHF | 99.30% | 99.30% |
08.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'308 CHF | 68'058 CHF | 99.39% | 99.39% |
07.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'000 CHF | 64'750 CHF | 99.30% | 99.30% |