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 | 1.11% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 107'833 CHF | 109'033 CHF | 99.47% | 99.47% |
19.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 103'729 CHF | 104'929 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 106'530 CHF | 107'730 CHF | 99.89% | 99.89% |
15.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 105'618 CHF | 106'818 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 103'875 CHF | 105'075 CHF | 98.53% | 98.53% |
13.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 104'561 CHF | 105'761 CHF | 100.00% | 100.00% |
12.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 109'433 CHF | 110'633 CHF | 99.88% | 99.88% |
11.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 111'803 CHF | 113'003 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 111'388 CHF | 112'588 CHF | 99.04% | 99.04% |
07.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 114'569 CHF | 115'769 CHF | 100.00% | 100.00% |