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 | 0.76% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'543 CHF | 99'293 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 89'896 CHF | 90'645 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'222 CHF | 95'972 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'956 CHF | 96'706 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'996 CHF | 93'746 CHF | 99.52% | 99.52% |
13.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 74'443 | 74'146 | 85'226 CHF | 85'626 CHF | 99.32% | 99.32% |
12.11.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'521 CHF | 91'271 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'428 CHF | 93'178 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'281 CHF | 91'031 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 73'703 | 72'406 | 91'072 CHF | 90'260 CHF | 99.12% | 99.12% |