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% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'901 CHF | 84'651 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 75'492 CHF | 76'237 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'638 CHF | 81'388 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'317 CHF | 82'067 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'414 CHF | 79'164 CHF | 99.52% | 99.52% |
13.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 74'666 | 74'146 | 71'009 CHF | 71'259 CHF | 99.32% | 99.32% |
12.11.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'860 CHF | 76'610 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'746 CHF | 78'496 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'691 CHF | 76'441 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 73'943 | 72'406 | 76'931 CHF | 76'134 CHF | 99.12% | 99.12% |