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 | 0.73% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'607 CHF | 103'357 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'705 CHF | 101'455 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'061 CHF | 103'811 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'895 CHF | 107'645 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'927 CHF | 105'677 CHF | 99.22% | 99.22% |
13.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 100'226 CHF | 100'973 CHF | 99.36% | 99.36% |
12.11.2024 | 0.69% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'657 CHF | 108'407 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 104'740 CHF | 105'486 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'861 CHF | 103'611 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 103'020 CHF | 103'768 CHF | 98.73% | 98.73% |