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 | 0.73% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'942 CHF | 103'692 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'171 CHF | 104'921 CHF | 99.90% | 99.90% |
18.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'911 CHF | 102'661 CHF | 99.91% | 99.91% |
15.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'705 CHF | 99'455 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'703 CHF | 96'453 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'340 CHF | 99'090 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'280 CHF | 93'030 CHF | 99.70% | 99.70% |
11.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'422 CHF | 92'172 CHF | 99.87% | 99.87% |
08.11.2024 | 0.83% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'065 CHF | 90'815 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'158 CHF | 93'908 CHF | 83.09% | 83.09% |