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% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'270 CHF | 96'020 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'345 CHF | 94'095 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'673 CHF | 96'423 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'512 CHF | 100'262 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'582 CHF | 98'332 CHF | 99.22% | 99.22% |
13.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 92'905 CHF | 93'653 CHF | 99.36% | 99.36% |
12.11.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'193 CHF | 100'943 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 97'482 CHF | 98'230 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'479 CHF | 96'229 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 95'764 CHF | 96'516 CHF | 98.73% | 98.73% |