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 | 1.34% | 0.74 CHF | 0.75 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 81'442 CHF | 82'542 CHF | 99.67% | 99.67% |
19.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 79'598 CHF | 80'698 CHF | 100.00% | 100.00% |
18.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 80'257 CHF | 81'357 CHF | 100.00% | 100.00% |
15.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 79'852 CHF | 80'952 CHF | 99.69% | 99.69% |
14.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 78'492 CHF | 79'592 CHF | 99.36% | 99.36% |
13.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 78'051 CHF | 79'151 CHF | 99.89% | 99.89% |
12.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 80'732 CHF | 81'832 CHF | 99.66% | 99.66% |
11.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 79'326 CHF | 80'376 CHF | 99.87% | 99.87% |
08.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 81'541 CHF | 82'641 CHF | 99.09% | 99.09% |
07.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 110'000 | 110'000 | 106'433 | 106'433 | 79'290 CHF | 80'354 CHF | 99.28% | 99.28% |