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 | 0.96% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'475 CHF | 78'225 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'302 CHF | 81'052 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'851 CHF | 80'601 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'104 CHF | 80'854 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'048 CHF | 82'798 CHF | 99.52% | 99.52% |
13.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 74'437 | 74'138 | 83'264 CHF | 83'673 CHF | 98.35% | 98.35% |
12.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'658 CHF | 79'408 CHF | 99.90% | 99.90% |
11.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'868 CHF | 74'618 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'723 CHF | 75'473 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 73'738 | 72'408 | 70'977 CHF | 70'375 CHF | 99.13% | 99.13% |