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 | 0.62% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'661 CHF | 121'411 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'222 CHF | 119'972 CHF | 99.92% | 99.92% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'248 CHF | 122'998 CHF | 99.91% | 99.91% |
15.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'983 CHF | 126'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'754 CHF | 129'504 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'210 CHF | 126'960 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'103 CHF | 132'853 CHF | 99.70% | 99.70% |
11.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'296 CHF | 134'046 CHF | 99.84% | 99.84% |
08.11.2024 | 0.55% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'152 CHF | 135'902 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'017 CHF | 133'767 CHF | 83.09% | 83.09% |