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 | 0.86% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'933 CHF | 87'683 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'740 CHF | 81'490 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 88'036 CHF | 88'786 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'226 CHF | 92'976 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'324 CHF | 91'074 CHF | 99.27% | 99.27% |
13.11.2024 | 0.93% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 74'436 | 74'132 | 81'462 CHF | 81'886 CHF | 99.40% | 99.40% |
12.11.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'561 CHF | 97'311 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'416 CHF | 100'166 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'128 CHF | 93'878 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 73'553 | 72'407 | 94'355 CHF | 93'679 CHF | 99.23% | 99.23% |