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 | 0.96% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'881 CHF | 78'631 CHF | 94.79% | 94.79% |
19.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'957 CHF | 76'707 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 54'196 CHF | 54'867 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'654 CHF | 80'404 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'545 CHF | 78'295 CHF | 83.69% | 83.69% |
13.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 74'418 | 74'112 | 75'575 CHF | 76'010 CHF | 94.16% | 94.16% |
12.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'906 CHF | 76'656 CHF | 84.38% | 84.38% |
11.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'672 CHF | 83'422 CHF | 94.79% | 94.79% |
08.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'650 CHF | 79'400 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 73'625 | 72'251 | 76'852 CHF | 76'190 CHF | 93.52% | 93.52% |