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 | 0.84% | 1.17 CHF | 1.18 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 83'148 CHF | 83'848 CHF | 99.48% | 99.48% |
19.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 70'000 | 70'000 | 70'659 | 70'659 | 82'455 CHF | 83'162 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 84'117 CHF | 84'817 CHF | 99.90% | 99.90% |
15.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 83'342 CHF | 84'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 70'000 | 70'000 | 73'271 | 73'271 | 83'412 CHF | 84'145 CHF | 98.64% | 98.64% |
13.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 82'945 CHF | 83'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 83'466 CHF | 84'166 CHF | 99.88% | 99.88% |
11.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 85'297 CHF | 85'997 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 83'640 CHF | 84'340 CHF | 99.04% | 99.04% |
07.11.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 86'753 CHF | 87'453 CHF | 100.00% | 100.00% |