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 | 0.72% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'452 CHF | 104'202 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'020 CHF | 102'770 CHF | 99.90% | 99.90% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'007 CHF | 105'757 CHF | 99.92% | 99.92% |
15.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'713 CHF | 109'463 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'513 CHF | 112'263 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'965 CHF | 109'715 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'873 CHF | 115'623 CHF | 99.71% | 99.71% |
11.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'036 CHF | 116'786 CHF | 99.84% | 99.84% |
08.11.2024 | 0.63% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'883 CHF | 118'633 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'682 CHF | 116'432 CHF | 83.09% | 83.09% |