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 | 0.87% | 1.12 CHF | 1.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 102'541 CHF | 103'441 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.15 CHF | 1.16 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 98'867 CHF | 99'767 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 104'963 CHF | 105'863 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 104'413 CHF | 105'313 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 90'000 | 90'000 | 90'924 | 90'924 | 94'772 CHF | 95'681 CHF | 99.33% | 99.33% |
13.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 88'219 CHF | 89'169 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 0.91 CHF | 0.92 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 92'565 CHF | 93'474 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 102'162 CHF | 103'062 CHF | 99.93% | 99.93% |
08.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 103'058 CHF | 103'958 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 85'000 | 85'000 | 85'779 | 85'779 | 106'774 CHF | 107'632 CHF | 100.00% | 100.00% |