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 | 0.80% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'226 CHF | 93'976 CHF | 99.73% | 99.73% |
19.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'989 CHF | 92'739 CHF | 99.78% | 99.78% |
18.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'199 CHF | 88'949 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'758 CHF | 88'508 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'715 CHF | 92'465 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'936 CHF | 91'686 CHF | 99.29% | 99.29% |
12.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'085 CHF | 97'835 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'771 CHF | 101'521 CHF | 99.66% | 99.66% |
08.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'990 CHF | 97'740 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 74'998 | 98'024 CHF | 98'772 CHF | 99.70% | 99.70% |