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 | 0.92% | 1.07 CHF | 1.08 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 75'975 CHF | 76'675 CHF | 99.44% | 99.44% |
19.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 70'000 | 70'000 | 70'659 | 70'659 | 75'335 CHF | 76'042 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 77'034 CHF | 77'734 CHF | 99.88% | 99.88% |
15.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 76'130 CHF | 76'830 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 70'000 | 70'000 | 73'269 | 73'269 | 76'014 CHF | 76'747 CHF | 98.50% | 98.50% |
13.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 75'587 CHF | 76'315 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 76'383 CHF | 77'083 CHF | 99.88% | 99.88% |
11.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 78'232 CHF | 78'932 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 76'528 CHF | 77'228 CHF | 99.05% | 99.05% |
07.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 79'620 CHF | 80'320 CHF | 100.00% | 100.00% |