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 | 0.90% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'774 CHF | 83'524 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'734 CHF | 81'484 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'117 CHF | 83'867 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'991 CHF | 87'741 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'991 CHF | 85'741 CHF | 99.22% | 99.22% |
13.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 80'504 CHF | 81'255 CHF | 99.36% | 99.36% |
12.11.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'742 CHF | 88'492 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 85'264 CHF | 86'006 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'994 CHF | 83'744 CHF | 100.00% | 100.00% |
07.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 83'491 CHF | 84'246 CHF | 98.73% | 98.73% |