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 | 0.84% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'673 CHF | 89'423 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'618 CHF | 87'368 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'077 CHF | 89'827 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'943 CHF | 93'693 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'972 CHF | 91'722 CHF | 99.22% | 99.22% |
13.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 86'313 CHF | 87'062 CHF | 99.36% | 99.36% |
12.11.2024 | 0.80% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'619 CHF | 94'369 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 91'024 CHF | 91'769 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'879 CHF | 89'629 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 89'273 CHF | 90'025 CHF | 98.73% | 98.73% |