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 | 0.65% | 1.53 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'854 CHF | 115'604 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'721 CHF | 109'471 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'061 CHF | 116'811 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'233 CHF | 120'983 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 118'244 CHF | 118'994 CHF | 99.27% | 99.27% |
13.11.2024 | 0.69% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 74'315 | 74'132 | 109'021 CHF | 109'505 CHF | 99.40% | 99.40% |
12.11.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'537 CHF | 125'287 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'340 CHF | 128'090 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'133 CHF | 121'883 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 73'185 | 72'407 | 121'132 CHF | 120'619 CHF | 99.23% | 99.23% |