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 | 0.75% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'311 CHF | 101'061 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 91'542 CHF | 92'291 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'072 CHF | 97'822 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'774 CHF | 98'524 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'707 CHF | 95'457 CHF | 99.52% | 99.52% |
13.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 74'443 | 74'146 | 87'020 CHF | 87'415 CHF | 99.32% | 99.32% |
12.11.2024 | 0.81% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'122 CHF | 92'872 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'087 CHF | 94'837 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'941 CHF | 92'691 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 73'703 | 72'406 | 92'765 CHF | 91'919 CHF | 99.12% | 99.12% |