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 | 0.99% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'104 CHF | 70'804 CHF | 99.43% | 99.43% |
19.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 72'035 CHF | 72'741 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 69'556 CHF | 70'256 CHF | 99.88% | 99.88% |
15.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'727 CHF | 71'427 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 70'000 | 70'000 | 73'268 | 73'268 | 77'532 CHF | 78'265 CHF | 98.51% | 98.51% |
13.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 77'153 CHF | 77'881 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'297 CHF | 70'997 CHF | 99.89% | 99.89% |
11.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 68'696 CHF | 69'396 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'936 CHF | 71'636 CHF | 99.05% | 99.05% |
07.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 68'448 CHF | 69'148 CHF | 100.00% | 100.00% |