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 | 0.53% | 1.81 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'863 CHF | 140'613 CHF | 14.13% | 100.00% |
19.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'142 CHF | 138'892 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'617 CHF | 142'367 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'912 CHF | 144'662 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'206 CHF | 144'956 CHF | 99.22% | 99.22% |
13.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75'000 | 75'000 | 74'213 | 74'155 | 141'064 CHF | 141'700 CHF | 98.74% | 98.74% |
12.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'631 CHF | 145'381 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'262 CHF | 150'012 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'982 CHF | 149'732 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 2.05 CHF | 2.06 CHF | 75'000 | 75'000 | 72'658 | 72'397 | 149'117 CHF | 149'319 CHF | 98.73% | 98.73% |