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 | 1.43% | 0.70 CHF | 0.71 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 76'614 CHF | 77'714 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'809 CHF | 75'909 CHF | 100.00% | 100.00% |
18.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 75'200 CHF | 76'300 CHF | 100.00% | 100.00% |
15.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'838 CHF | 75'938 CHF | 100.00% | 100.00% |
14.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 73'525 CHF | 74'625 CHF | 100.00% | 100.00% |
13.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 73'343 CHF | 74'443 CHF | 100.00% | 100.00% |
12.11.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 75'754 CHF | 76'854 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 74'603 CHF | 75'653 CHF | 100.00% | 100.00% |
08.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 76'734 CHF | 77'834 CHF | 99.18% | 99.18% |
07.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 110'000 | 110'000 | 106'425 | 106'425 | 74'636 CHF | 75'700 CHF | 100.00% | 100.00% |