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 | 0.88% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 199'598 | 199'598 | 225'651 CHF | 227'647 CHF | 99.48% | 99.48% |
19.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 205'000 | 205'000 | 203'401 | 203'401 | 221'310 CHF | 223'344 CHF | 99.41% | 99.41% |
18.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 228'867 CHF | 230'859 CHF | 99.89% | 99.89% |
15.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 225'971 CHF | 227'962 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 201'617 | 201'617 | 221'221 CHF | 223'237 CHF | 98.68% | 98.68% |
13.11.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 205'000 | 205'000 | 203'635 | 203'635 | 219'686 CHF | 221'722 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.08 CHF | 1.09 CHF | 205'000 | 205'000 | 199'774 | 199'774 | 224'856 CHF | 226'854 CHF | 99.88% | 99.88% |
11.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 199'744 | 199'744 | 223'253 CHF | 225'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 205'000 | 205'000 | 203'526 | 203'526 | 216'056 CHF | 218'091 CHF | 98.51% | 98.51% |
07.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 195'145 | 195'145 | 229'171 CHF | 231'123 CHF | 100.00% | 100.00% |