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 | 0.81% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'725 CHF | 92'475 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'552 CHF | 95'302 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'101 CHF | 94'851 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'562 CHF | 95'312 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'567 CHF | 97'317 CHF | 99.52% | 99.52% |
13.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 74'318 | 74'138 | 97'253 CHF | 97'759 CHF | 98.35% | 98.35% |
12.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'908 CHF | 93'658 CHF | 99.90% | 99.90% |
11.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'118 CHF | 88'868 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'011 CHF | 89'761 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 73'704 | 72'408 | 85'129 CHF | 84'312 CHF | 99.13% | 99.13% |