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 | 0.54% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'399 CHF | 139'149 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'427 CHF | 137'177 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'773 CHF | 139'523 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'641 CHF | 143'391 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'656 CHF | 141'406 CHF | 99.22% | 99.22% |
13.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 74'449 | 74'449 | 135'643 CHF | 136'391 CHF | 99.36% | 99.36% |
12.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'364 CHF | 144'114 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 139'492 CHF | 140'238 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'537 CHF | 139'287 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 73'698 | 73'698 | 138'085 CHF | 138'839 CHF | 98.73% | 98.73% |