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 | 0.83% | 1.17 CHF | 1.18 CHF | 70'000 | 70'000 | 69'959 | 69'959 | 83'688 CHF | 84'388 CHF | 99.43% | 99.43% |
19.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 70'000 | 70'000 | 69'947 | 69'947 | 80'384 CHF | 81'083 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 70'000 | 70'000 | 69'984 | 69'984 | 83'004 CHF | 83'704 CHF | 99.88% | 99.88% |
15.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 70'000 | 70'000 | 69'961 | 69'961 | 79'698 CHF | 80'398 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 70'000 | 70'000 | 69'943 | 69'943 | 76'000 CHF | 76'699 CHF | 98.67% | 98.67% |
13.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 69'975 | 69'975 | 72'813 CHF | 73'513 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.03 CHF | 1.04 CHF | 70'000 | 70'000 | 69'957 | 69'957 | 77'002 CHF | 77'702 CHF | 99.88% | 99.88% |
11.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 70'000 | 70'000 | 69'986 | 69'986 | 84'971 CHF | 85'671 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 70'000 | 70'000 | 69'974 | 69'974 | 82'253 CHF | 82'953 CHF | 99.06% | 99.06% |
07.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 70'000 | 70'000 | 69'944 | 69'944 | 85'275 CHF | 85'975 CHF | 99.97% | 99.97% |