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 | 0.68% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'649 CHF | 111'399 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'677 CHF | 109'427 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'140 CHF | 111'890 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'891 CHF | 115'641 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'906 CHF | 113'656 CHF | 99.22% | 99.22% |
13.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 108'229 CHF | 108'977 CHF | 99.36% | 99.36% |
12.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'662 CHF | 116'412 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 112'523 CHF | 113'269 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'908 CHF | 111'658 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 110'923 CHF | 111'672 CHF | 98.73% | 98.73% |