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 | 0.78% | 1.23 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'363 CHF | 97'113 CHF | 14.13% | 100.00% |
19.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'878 CHF | 95'628 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'117 CHF | 98'867 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'412 CHF | 101'162 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'958 CHF | 101'708 CHF | 99.22% | 99.22% |
13.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 74'329 | 74'155 | 98'172 CHF | 98'692 CHF | 98.74% | 98.74% |
12.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'131 CHF | 101'881 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'762 CHF | 106'512 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'482 CHF | 106'232 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 73'178 | 72'397 | 107'757 CHF | 107'328 CHF | 98.73% | 98.73% |