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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 129'562 CHF | 130'442 CHF | 99.89% | 99.89% |
20.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 129'406 CHF | 130'286 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 127'851 CHF | 128'731 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 128'390 CHF | 129'270 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 128'082 CHF | 128'962 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 126'547 CHF | 127'427 CHF | 99.90% | 99.90% |
13.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 126'381 CHF | 127'261 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 128'837 CHF | 129'717 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 125'327 CHF | 126'167 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 129'842 CHF | 130'722 CHF | 99.20% | 99.20% |