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 | 0.89% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'305 CHF | 85'055 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'273 CHF | 87'054 CHF | 99.40% | 99.40% |
18.11.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'292 CHF | 86'116 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'105 CHF | 81'945 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'132 CHF | 81'953 CHF | 99.52% | 99.52% |
13.11.2024 | 1.06% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 76'382 CHF | 77'194 CHF | 99.32% | 99.32% |
12.11.2024 | 1.11% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'039 CHF | 74'864 CHF | 100.00% | 100.00% |
11.11.2024 | 1.19% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'186 CHF | 71'030 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'462 CHF | 69'271 CHF | 100.00% | 100.00% |
07.11.2024 | 1.48% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 74'796 | 72'407 | 61'228 CHF | 60'303 CHF | 99.13% | 99.13% |