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 | 0.72% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'961 CHF | 104'711 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 95'163 CHF | 95'910 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'698 CHF | 101'448 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'421 CHF | 102'171 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'457 CHF | 99'207 CHF | 99.52% | 99.52% |
13.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 74'443 | 74'146 | 90'743 CHF | 91'122 CHF | 99.32% | 99.32% |
12.11.2024 | 0.78% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'788 CHF | 96'538 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'710 CHF | 98'460 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'642 CHF | 96'392 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 73'222 | 72'406 | 95'781 CHF | 95'479 CHF | 99.12% | 99.12% |