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 | 0.94% | 0.99 CHF | 1.00 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 159'714 CHF | 53'738 CHF | 99.38% | 99.38% |
19.11.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 141'458 CHF | 47'653 CHF | 99.38% | 99.38% |
18.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 149'828 CHF | 50'443 CHF | 99.38% | 99.38% |
15.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 158'495 CHF | 53'332 CHF | 99.34% | 99.34% |
14.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 152'435 CHF | 51'312 CHF | 99.38% | 99.38% |
13.11.2024 | 0.99% | 1.09 CHF | 1.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 151'243 CHF | 50'914 CHF | 99.37% | 99.37% |
12.11.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 158'937 CHF | 53'479 CHF | 99.14% | 99.14% |
11.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 178'145 CHF | 59'882 CHF | 99.13% | 99.13% |
08.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 165'012 CHF | 55'504 CHF | 99.38% | 99.38% |
07.11.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 159'352 CHF | 53'617 CHF | 98.56% | 98.56% |