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 | 1.00% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'130 CHF | 100'130 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'568 CHF | 75'318 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'994 CHF | 77'744 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'042 CHF | 79'792 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'250 CHF | 80'000 CHF | 99.22% | 99.22% |
13.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 77'235 CHF | 77'979 CHF | 98.74% | 98.74% |
12.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'476 CHF | 80'226 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'890 CHF | 83'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'543 CHF | 83'293 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 85'063 CHF | 85'807 CHF | 98.73% | 98.73% |