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 | 0.71% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'040 CHF | 105'790 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'795 CHF | 99'545 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'245 CHF | 106'995 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'429 CHF | 111'179 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'374 CHF | 109'124 CHF | 99.27% | 99.27% |
13.11.2024 | 0.76% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 74'315 | 74'132 | 99'276 CHF | 99'785 CHF | 99.40% | 99.40% |
12.11.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'629 CHF | 115'379 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'475 CHF | 118'225 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 111'281 CHF | 112'031 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 75'000 | 75'000 | 73'185 | 72'407 | 111'519 CHF | 111'108 CHF | 99.23% | 99.23% |