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 | 0.72% | 1.38 CHF | 1.39 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 121'340 CHF | 122'220 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 119'298 CHF | 120'178 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 120'125 CHF | 121'005 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 119'831 CHF | 120'711 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 118'449 CHF | 119'329 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 118'156 CHF | 119'036 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 120'567 CHF | 121'447 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 117'507 CHF | 118'347 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 121'530 CHF | 122'410 CHF | 99.18% | 99.18% |
07.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 88'000 | 88'000 | 85'140 | 85'140 | 118'242 CHF | 119'094 CHF | 100.00% | 100.00% |