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 | 0.95% | 1.00 CHF | 1.01 CHF | 135'000 | 135'000 | 133'767 | 133'767 | 140'486 CHF | 141'823 CHF | 99.28% | 99.28% |
19.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 135'000 | 135'000 | 134'069 | 134'094 | 139'918 CHF | 141'284 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 130'000 | 130'000 | 130'610 | 130'610 | 141'926 CHF | 143'232 CHF | 99.89% | 99.89% |
15.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 135'000 | 135'000 | 134'443 | 134'443 | 139'737 CHF | 141'082 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 135'000 | 135'000 | 134'435 | 134'435 | 137'542 CHF | 138'887 CHF | 98.62% | 98.62% |
13.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 135'000 | 135'000 | 134'462 | 134'462 | 136'076 CHF | 137'420 CHF | 99.98% | 99.98% |
12.11.2024 | 0.95% | 1.00 CHF | 1.01 CHF | 135'000 | 135'000 | 134'440 | 134'440 | 140'998 CHF | 142'343 CHF | 99.13% | 99.13% |
11.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 130'000 | 130'000 | 133'054 | 133'054 | 143'142 CHF | 144'473 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 135'000 | 135'000 | 134'437 | 134'437 | 141'159 CHF | 142'503 CHF | 99.04% | 99.04% |
07.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 130'000 | 130'000 | 129'464 | 129'464 | 142'653 CHF | 143'948 CHF | 100.00% | 100.00% |