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 | 0.74% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'899 CHF | 101'649 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'927 CHF | 99'677 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'273 CHF | 102'023 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'092 CHF | 105'842 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'156 CHF | 103'906 CHF | 99.22% | 99.22% |
13.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 98'419 CHF | 99'166 CHF | 99.36% | 99.36% |
12.11.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'864 CHF | 106'614 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 102'945 CHF | 103'690 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'158 CHF | 101'908 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 101'336 CHF | 102'092 CHF | 98.73% | 98.73% |