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 | 0.61% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'576 CHF | 123'326 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'631 CHF | 121'381 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'023 CHF | 123'773 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'842 CHF | 127'592 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'885 CHF | 125'635 CHF | 99.22% | 99.22% |
13.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 120'004 CHF | 120'756 CHF | 99.36% | 99.36% |
12.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'586 CHF | 128'336 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 124'142 CHF | 124'888 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'787 CHF | 123'537 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 122'609 CHF | 123'362 CHF | 98.73% | 98.73% |