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 | 0.89% | 1.12 CHF | 1.13 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 98'285 CHF | 99'165 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 96'291 CHF | 97'171 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 97'197 CHF | 98'077 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 96'706 CHF | 97'586 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 95'455 CHF | 96'335 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 95'037 CHF | 95'917 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 97'440 CHF | 98'320 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 95'321 CHF | 96'161 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 98'457 CHF | 99'337 CHF | 99.20% | 99.20% |
07.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 88'000 | 88'000 | 85'142 | 85'142 | 95'777 CHF | 96'628 CHF | 100.00% | 100.00% |