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 | 0.98% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'209 CHF | 76'959 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'321 CHF | 75'071 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'677 CHF | 77'427 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'531 CHF | 81'281 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'558 CHF | 79'308 CHF | 99.22% | 99.22% |
13.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 74'128 CHF | 74'875 CHF | 99.36% | 99.36% |
12.11.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'269 CHF | 82'019 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 79'007 CHF | 79'750 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'574 CHF | 77'324 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 73'944 | 73'698 | 77'428 CHF | 77'938 CHF | 98.73% | 98.73% |