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 | 0.58% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'024 CHF | 130'774 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'017 CHF | 128'767 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'488 CHF | 131'238 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'241 CHF | 134'991 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'241 CHF | 132'991 CHF | 99.22% | 99.22% |
13.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 127'407 CHF | 128'158 CHF | 99.36% | 99.36% |
12.11.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'992 CHF | 135'742 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 131'311 CHF | 132'056 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'244 CHF | 130'994 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 129'807 CHF | 130'559 CHF | 98.73% | 98.73% |