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 | 0.90% | 1.14 CHF | 1.15 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 248'392 CHF | 83'547 CHF | 99.16% | 99.16% |
19.11.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 229'313 CHF | 77'188 CHF | 99.17% | 99.17% |
18.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 244'391 CHF | 82'214 CHF | 99.22% | 99.22% |
15.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 254'679 CHF | 85'643 CHF | 99.16% | 99.16% |
14.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 247'826 CHF | 83'359 CHF | 99.15% | 99.15% |
13.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 219'158 CHF | 73'803 CHF | 99.16% | 99.16% |
12.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 231'404 CHF | 77'885 CHF | 99.16% | 99.16% |
11.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 234'199 CHF | 78'816 CHF | 99.16% | 99.16% |
08.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 220'994 CHF | 74'415 CHF | 99.16% | 99.16% |
07.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 229'246 CHF | 77'165 CHF | 98.19% | 98.19% |