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% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'542 CHF | 82'292 CHF | 94.79% | 94.79% |
19.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'661 CHF | 80'411 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 56'690 CHF | 57'440 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'149 CHF | 83'899 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'127 CHF | 81'877 CHF | 83.69% | 83.69% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 74'418 | 74'112 | 79'159 CHF | 79'582 CHF | 94.16% | 94.16% |
12.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'436 CHF | 80'186 CHF | 84.37% | 84.37% |
11.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'134 CHF | 86'884 CHF | 94.79% | 94.79% |
08.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'400 CHF | 83'150 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 73'625 | 72'251 | 80'533 CHF | 79'795 CHF | 93.52% | 93.52% |