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 | 0.64% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'959 CHF | 116'709 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'927 CHF | 114'677 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'390 CHF | 117'140 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'141 CHF | 120'891 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'156 CHF | 118'906 CHF | 99.22% | 99.22% |
13.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 113'440 CHF | 114'189 CHF | 99.36% | 99.36% |
12.11.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'864 CHF | 121'614 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 117'640 CHF | 118'386 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'158 CHF | 116'908 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 73'697 | 73'697 | 116'082 CHF | 116'831 CHF | 98.73% | 98.73% |