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 | 0.58% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'734 CHF | 129'484 CHF | 99.38% | 99.38% |
19.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'084 CHF | 124'834 CHF | 99.29% | 99.29% |
18.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'716 CHF | 127'466 CHF | 99.30% | 99.30% |
15.11.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'693 CHF | 134'443 CHF | 99.39% | 99.39% |
14.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'327 CHF | 135'077 CHF | 99.39% | 99.39% |
13.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'486 CHF | 134'236 CHF | 99.36% | 99.36% |
12.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'668 CHF | 137'418 CHF | 99.08% | 99.08% |
11.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 145'954 CHF | 146'704 CHF | 99.26% | 99.26% |
08.11.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'002 CHF | 138'752 CHF | 99.39% | 99.39% |
07.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'220 CHF | 141'970 CHF | 99.26% | 99.26% |