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 | 0.78% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'408 CHF | 97'158 CHF | 98.82% | 98.82% |
19.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'967 CHF | 94'717 CHF | 99.94% | 99.94% |
18.11.2024 | 0.97% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 69'764 | 69'764 | 86'346 CHF | 87'148 CHF | 98.08% | 98.08% |
15.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'261 CHF | 91'011 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'032 CHF | 85'782 CHF | 99.57% | 99.57% |
13.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 79'778 CHF | 80'532 CHF | 99.32% | 99.32% |
12.11.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'079 CHF | 80'829 CHF | 99.36% | 99.36% |
11.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'663 CHF | 86'413 CHF | 95.09% | 95.09% |
08.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'257 CHF | 80'007 CHF | 99.79% | 99.79% |
07.11.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 84'468 CHF | 85'231 CHF | 96.70% | 96.70% |