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 | 0.79% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'642 CHF | 95'392 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 86'045 CHF | 86'794 CHF | 100.00% | 100.00% |
18.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'311 CHF | 92'061 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'982 CHF | 92'732 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'087 CHF | 89'837 CHF | 99.52% | 99.52% |
13.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 74'443 | 74'146 | 81'366 CHF | 81'790 CHF | 99.32% | 99.32% |
12.11.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'577 CHF | 87'327 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'481 CHF | 89'231 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'324 CHF | 87'074 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 73'703 | 72'406 | 87'122 CHF | 86'381 CHF | 99.12% | 99.12% |