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 | 0.77% | 1.30 CHF | 1.31 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 114'100 CHF | 114'980 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 112'122 CHF | 113'002 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 112'788 CHF | 113'668 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 112'616 CHF | 113'496 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 111'326 CHF | 112'206 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 110'900 CHF | 111'780 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 113'289 CHF | 114'169 CHF | 99.68% | 99.68% |
11.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 110'480 CHF | 111'320 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 114'206 CHF | 115'086 CHF | 99.16% | 99.16% |
07.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 88'000 | 88'000 | 85'142 | 85'142 | 111'022 CHF | 111'873 CHF | 100.00% | 100.00% |