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 | 0.59% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'602 CHF | 128'352 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'616 CHF | 126'366 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'955 CHF | 128'705 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'805 CHF | 132'555 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'860 CHF | 130'610 CHF | 99.22% | 99.22% |
13.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 124'919 CHF | 125'667 CHF | 99.36% | 99.36% |
12.11.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'577 CHF | 133'327 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 129'011 CHF | 129'758 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'804 CHF | 128'554 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 127'551 CHF | 128'302 CHF | 98.73% | 98.73% |