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 | 0.65% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'271 CHF | 115'021 CHF | 99.38% | 99.38% |
19.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'596 CHF | 110'346 CHF | 99.27% | 99.27% |
18.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'268 CHF | 113'018 CHF | 99.28% | 99.28% |
15.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'184 CHF | 119'934 CHF | 99.38% | 99.38% |
14.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'852 CHF | 120'602 CHF | 99.38% | 99.38% |
13.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'004 CHF | 119'754 CHF | 99.38% | 99.38% |
12.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'192 CHF | 122'942 CHF | 99.08% | 99.08% |
11.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'439 CHF | 132'189 CHF | 99.24% | 99.24% |
08.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'472 CHF | 124'222 CHF | 99.39% | 99.39% |
07.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'621 CHF | 127'371 CHF | 99.27% | 99.27% |