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 | 0.94% | 1.07 CHF | 1.08 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 793'074 CHF | 106'743 CHF | 96.58% | 96.58% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 781'972 CHF | 105'263 CHF | 97.44% | 97.44% |
18.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 771'974 CHF | 103'930 CHF | 92.51% | 92.51% |
15.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 761'616 CHF | 102'549 CHF | 97.24% | 97.24% |
14.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 768'380 CHF | 103'451 CHF | 98.36% | 98.36% |
13.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 798'185 CHF | 107'425 CHF | 93.09% | 93.09% |
12.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 778'347 CHF | 104'780 CHF | 96.45% | 96.45% |
11.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 761'435 CHF | 102'525 CHF | 91.02% | 91.02% |
08.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 769'213 CHF | 103'562 CHF | 92.19% | 92.19% |
07.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 768'462 CHF | 103'462 CHF | 98.70% | 98.70% |