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 | 0.94% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'401 CHF | 80'151 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 71'084 CHF | 71'830 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'138 CHF | 76'888 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'817 CHF | 77'567 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'914 CHF | 74'664 CHF | 99.52% | 99.52% |
13.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 74'666 | 74'146 | 66'527 CHF | 66'811 CHF | 99.32% | 99.32% |
12.11.2024 | 1.05% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'360 CHF | 72'110 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'245 CHF | 73'995 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'191 CHF | 71'941 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 74'222 | 72'406 | 72'701 CHF | 71'733 CHF | 99.12% | 99.12% |