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 | 0.53% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'840 CHF | 141'590 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'614 CHF | 135'364 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'036 CHF | 142'786 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'226 CHF | 146'976 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'162 CHF | 144'912 CHF | 99.27% | 99.27% |
13.11.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 134'525 CHF | 135'163 CHF | 99.40% | 99.40% |
12.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'413 CHF | 151'163 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 153'273 CHF | 154'023 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 147'062 CHF | 147'812 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 145'477 CHF | 145'707 CHF | 99.23% | 99.23% |