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 | 1.07% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 117'346 | 117'346 | 111'704 CHF | 112'879 CHF | 98.33% | 98.33% |
19.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 110'000 | 110'000 | 108'816 | 108'816 | 102'826 CHF | 103'916 CHF | 98.54% | 98.54% |
18.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 110'000 | 110'000 | 108'892 | 108'892 | 108'406 CHF | 109'496 CHF | 99.69% | 99.69% |
15.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 120'000 | 120'000 | 118'776 | 118'776 | 110'973 CHF | 112'162 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 120'000 | 120'000 | 118'736 | 118'736 | 108'917 CHF | 110'106 CHF | 98.47% | 98.47% |
13.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 120'000 | 120'000 | 118'605 | 118'605 | 107'283 CHF | 108'470 CHF | 99.33% | 99.33% |
12.11.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 120'000 | 120'000 | 118'619 | 118'619 | 112'464 CHF | 113'652 CHF | 98.61% | 98.61% |
11.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 110'000 | 110'000 | 116'004 | 116'004 | 113'674 CHF | 114'835 CHF | 99.98% | 99.98% |
08.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 120'000 | 120'000 | 118'771 | 118'771 | 112'368 CHF | 113'557 CHF | 98.53% | 98.53% |
07.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 110'000 | 110'000 | 108'860 | 108'860 | 109'911 CHF | 111'001 CHF | 99.58% | 99.58% |