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 | 0.81% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'214 CHF | 92'964 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 83'627 CHF | 84'370 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'007 CHF | 89'757 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'659 CHF | 90'409 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'785 CHF | 87'535 CHF | 99.52% | 99.52% |
13.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 74'443 | 74'146 | 79'103 CHF | 79'533 CHF | 99.32% | 99.32% |
12.11.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'202 CHF | 84'952 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'076 CHF | 86'826 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'941 CHF | 84'691 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 73'703 | 72'406 | 84'804 CHF | 84'099 CHF | 99.12% | 99.12% |