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 | 0.69% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'942 CHF | 109'692 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'721 CHF | 103'471 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'164 CHF | 110'914 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'233 CHF | 114'983 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'282 CHF | 113'032 CHF | 99.27% | 99.27% |
13.11.2024 | 0.73% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 74'315 | 74'132 | 103'164 CHF | 103'662 CHF | 99.40% | 99.40% |
12.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'537 CHF | 119'287 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'388 CHF | 122'138 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'133 CHF | 115'883 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 73'185 | 72'407 | 115'343 CHF | 114'888 CHF | 99.23% | 99.23% |