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 | 0.83% | 1.18 CHF | 1.19 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 107'482 CHF | 108'382 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 103'766 CHF | 104'666 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 109'773 CHF | 110'673 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 109'293 CHF | 110'193 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 90'000 | 90'000 | 90'923 | 90'923 | 99'850 CHF | 100'759 CHF | 99.39% | 99.39% |
13.11.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 93'457 CHF | 94'407 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 0.97 CHF | 0.98 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 97'627 CHF | 98'536 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 107'108 CHF | 108'008 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 107'858 CHF | 108'758 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 85'000 | 85'000 | 85'779 | 85'779 | 111'435 CHF | 112'293 CHF | 100.00% | 100.00% |