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 | 0.92% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'840 CHF | 81'590 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'614 CHF | 75'364 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'887 CHF | 82'637 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'065 CHF | 86'815 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'162 CHF | 84'912 CHF | 99.27% | 99.27% |
13.11.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 74'615 | 74'132 | 75'587 CHF | 75'857 CHF | 99.40% | 99.40% |
12.11.2024 | 0.83% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'413 CHF | 91'163 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'273 CHF | 94'023 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'062 CHF | 87'812 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 73'704 | 72'407 | 88'541 CHF | 87'781 CHF | 99.23% | 99.23% |