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 | 0.91% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'109 CHF | 110'109 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'985 CHF | 82'735 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'473 CHF | 85'223 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'157 CHF | 86'907 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'446 CHF | 87'196 CHF | 99.22% | 99.22% |
13.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 84'306 CHF | 85'054 CHF | 98.74% | 98.74% |
12.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'944 CHF | 87'694 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'376 CHF | 91'126 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'043 CHF | 90'793 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 92'171 CHF | 92'919 CHF | 98.73% | 98.73% |