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 | 0.85% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'091 CHF | 88'841 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 79'614 CHF | 80'362 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'883 CHF | 85'633 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'615 CHF | 86'365 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'639 CHF | 83'389 CHF | 99.52% | 99.52% |
13.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 74'443 | 74'146 | 75'026 CHF | 75'468 CHF | 99.32% | 99.32% |
12.11.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'038 CHF | 80'788 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'960 CHF | 82'710 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'892 CHF | 80'642 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 73'703 | 72'406 | 80'757 CHF | 80'123 CHF | 99.12% | 99.12% |