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 | 1.29% | 1.51 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'264 CHF | 115'750 CHF | 100.00% | 100.00% |
19.11.2024 | 1.31% | 1.52 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'467 CHF | 113'944 CHF | 100.00% | 100.00% |
18.11.2024 | 1.31% | 1.53 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'688 CHF | 115'188 CHF | 99.51% | 99.51% |
15.11.2024 | 1.28% | 1.56 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'838 CHF | 119'357 CHF | 100.00% | 100.00% |
14.11.2024 | 1.24% | 1.65 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'601 CHF | 122'101 CHF | 99.44% | 99.44% |
13.11.2024 | 1.28% | 1.59 CHF | 1.61 CHF | 75'000 | 75'000 | 74'482 | 74'373 | 117'523 CHF | 118'848 CHF | 98.88% | 98.88% |
12.11.2024 | 1.23% | 1.61 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'606 CHF | 124'128 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 1.68 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'341 CHF | 127'867 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 1.66 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'419 CHF | 126'930 CHF | 100.00% | 100.00% |
07.11.2024 | 1.25% | 1.66 CHF | 1.68 CHF | 75'000 | 75'000 | 72'662 | 72'402 | 123'187 CHF | 124'245 CHF | 99.06% | 99.06% |