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 | 0.77% | 1.27 CHF | 1.28 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 90'475 CHF | 91'175 CHF | 99.47% | 99.47% |
19.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 89'891 CHF | 90'597 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 91'430 CHF | 92'130 CHF | 99.89% | 99.89% |
15.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 90'684 CHF | 91'384 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 70'000 | 70'000 | 73'271 | 73'271 | 91'132 CHF | 91'864 CHF | 98.68% | 98.68% |
13.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 90'525 CHF | 91'253 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 90'786 CHF | 91'486 CHF | 99.88% | 99.88% |
11.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 92'723 CHF | 93'423 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 91'014 CHF | 91'714 CHF | 99.04% | 99.04% |
07.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 94'159 CHF | 94'859 CHF | 100.00% | 100.00% |