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 | 0.85% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'459 CHF | 88'209 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'571 CHF | 86'321 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'927 CHF | 88'677 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'730 CHF | 92'480 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'779 CHF | 90'529 CHF | 99.22% | 99.22% |
13.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 85'199 CHF | 85'945 CHF | 99.36% | 99.36% |
12.11.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'519 CHF | 93'269 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 89'968 CHF | 90'714 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'824 CHF | 88'574 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 88'241 CHF | 88'991 CHF | 98.73% | 98.73% |