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 | 1.05% | 0.99 CHF | 1.00 CHF | 90'000 | 90'000 | 44'572 | 44'572 | 43'548 CHF | 43'995 CHF | 99.32% | 99.32% |
19.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 90'000 | 90'000 | 44'500 | 44'500 | 40'716 CHF | 41'163 CHF | 100.00% | 100.00% |
18.11.2024 | 1.16% | 0.91 CHF | 0.92 CHF | 90'000 | 90'000 | 44'592 | 44'592 | 39'651 CHF | 40'098 CHF | 99.65% | 99.65% |
15.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 90'000 | 90'000 | 44'608 | 44'608 | 41'464 CHF | 41'911 CHF | 99.90% | 99.90% |
14.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 90'000 | 90'000 | 44'650 | 44'650 | 42'869 CHF | 43'317 CHF | 98.11% | 98.11% |
13.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 90'000 | 90'000 | 44'564 | 44'564 | 43'217 CHF | 43'664 CHF | 100.00% | 100.00% |
12.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 90'000 | 90'000 | 44'582 | 44'582 | 43'832 CHF | 44'280 CHF | 99.87% | 99.87% |
11.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 90'000 | 90'000 | 44'581 | 44'581 | 44'858 CHF | 45'306 CHF | 99.85% | 99.85% |
08.11.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 90'000 | 90'000 | 44'699 | 44'699 | 44'627 CHF | 45'075 CHF | 99.06% | 99.06% |
07.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 90'000 | 90'000 | 44'667 | 44'667 | 44'285 CHF | 44'733 CHF | 99.72% | 99.72% |