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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 145'569 CHF | 146'319 CHF | 99.98% | 99.98% |
20.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'090 CHF | 134'840 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'864 CHF | 128'614 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'137 CHF | 135'887 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'315 CHF | 140'065 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 137'353 CHF | 138'103 CHF | 99.27% | 99.27% |
13.11.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 127'731 CHF | 128'373 CHF | 99.40% | 99.40% |
12.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'663 CHF | 144'413 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'475 CHF | 147'225 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'312 CHF | 141'062 CHF | 100.00% | 100.00% |