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 | 0.56% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'787 CHF | 135'537 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'858 CHF | 133'608 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'177 CHF | 135'927 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'980 CHF | 139'730 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 137'058 CHF | 137'808 CHF | 99.22% | 99.22% |
13.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 132'100 CHF | 132'848 CHF | 99.36% | 99.36% |
12.11.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'769 CHF | 140'519 CHF | 100.00% | 100.00% |
11.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 136'019 CHF | 136'764 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'953 CHF | 135'703 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 134'556 CHF | 135'306 CHF | 98.73% | 98.73% |