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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'334 CHF | 110'084 CHF | 99.98% | 99.98% |
20.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'766 CHF | 98'516 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'608 CHF | 92'358 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'914 CHF | 99'664 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'087 CHF | 103'837 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'161 CHF | 101'911 CHF | 99.27% | 99.27% |
13.11.2024 | 0.82% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 74'436 | 74'132 | 92'228 CHF | 92'606 CHF | 99.40% | 99.40% |
12.11.2024 | 0.70% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'420 CHF | 108'170 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'290 CHF | 111'040 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'948 CHF | 104'698 CHF | 100.00% | 100.00% |