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 | 1.15% | 0.94 CHF | 0.96 CHF | 13'000 | 13'000 | 116'695 | 116'695 | 113'328 CHF | 114'510 CHF | 99.42% | 99.42% |
19.11.2024 | 1.21% | 0.94 CHF | 0.95 CHF | 130'000 | 130'000 | 112'563 | 112'563 | 106'290 CHF | 107'433 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 1.00 CHF | 1.01 CHF | 120'000 | 120'000 | 113'084 | 113'084 | 111'457 CHF | 112'596 CHF | 99.88% | 99.88% |
15.11.2024 | 1.07% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 115'186 | 115'186 | 113'280 CHF | 114'437 CHF | 99.45% | 99.45% |
14.11.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 130'000 | 130'000 | 126'425 | 126'425 | 120'645 CHF | 121'913 CHF | 98.65% | 98.65% |
13.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 130'000 | 130'000 | 127'324 | 127'324 | 124'122 CHF | 125'398 CHF | 100.00% | 100.00% |
12.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 130'000 | 130'000 | 119'203 | 119'203 | 115'920 CHF | 117'115 CHF | 99.87% | 99.87% |
11.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 120'000 | 120'000 | 117'785 | 117'785 | 123'498 CHF | 124'678 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 120'000 | 120'000 | 117'817 | 117'817 | 119'618 CHF | 120'803 CHF | 99.06% | 99.06% |
07.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 120'000 | 120'000 | 117'453 | 117'453 | 124'223 CHF | 125'400 CHF | 100.00% | 100.00% |