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 | 0.90% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'866 CHF | 83'616 CHF | 99.80% | 99.80% |
19.11.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'341 CHF | 64'091 CHF | 99.78% | 99.78% |
18.11.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'728 CHF | 66'478 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'865 CHF | 70'615 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'606 CHF | 74'356 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'297 CHF | 79'047 CHF | 99.94% | 99.94% |
12.11.2024 | 0.86% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'598 CHF | 87'348 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'968 CHF | 95'718 CHF | 99.78% | 99.78% |
08.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'805 CHF | 84'555 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'010 CHF | 86'760 CHF | 99.68% | 99.68% |