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 | 1.08% | 0.95 CHF | 0.96 CHF | 130'000 | 130'000 | 63'783 | 63'783 | 60'156 CHF | 60'795 CHF | 99.41% | 99.41% |
19.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 130'000 | 130'000 | 61'457 | 61'457 | 56'085 CHF | 56'704 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 130'000 | 130'000 | 55'101 | 55'101 | 55'774 CHF | 56'326 CHF | 99.85% | 99.85% |
15.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 130'000 | 130'000 | 60'747 | 60'747 | 59'765 CHF | 60'374 CHF | 99.72% | 99.72% |
14.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 120'000 | 120'000 | 53'416 | 53'416 | 56'451 CHF | 56'988 CHF | 98.61% | 98.61% |
13.11.2024 | 1.01% | 1.06 CHF | 1.07 CHF | 120'000 | 120'000 | 58'634 | 58'634 | 60'242 CHF | 60'831 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 130'000 | 130'000 | 56'811 | 56'811 | 58'396 CHF | 58'968 CHF | 99.19% | 99.19% |
11.11.2024 | 1.11% | 1.02 CHF | 1.03 CHF | 130'000 | 130'000 | 62'953 | 62'953 | 60'242 CHF | 60'877 CHF | 99.90% | 99.90% |
08.11.2024 | 1.25% | 0.87 CHF | 0.88 CHF | 140'000 | 140'000 | 65'510 | 65'510 | 54'596 CHF | 55'254 CHF | 99.06% | 99.06% |
07.11.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 140'000 | 140'000 | 65'344 | 65'344 | 55'152 CHF | 55'808 CHF | 99.68% | 99.68% |