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 | 0.65% | 1.54 CHF | 1.55 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 135'624 CHF | 136'504 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 133'893 CHF | 134'773 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 134'459 CHF | 135'339 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 134'129 CHF | 135'009 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 132'591 CHF | 133'471 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 132'428 CHF | 133'308 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 134'869 CHF | 135'749 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 131'248 CHF | 132'088 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 136'093 CHF | 136'973 CHF | 99.18% | 99.18% |
07.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 88'000 | 88'000 | 85'139 | 85'139 | 132'204 CHF | 133'055 CHF | 100.00% | 100.00% |