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 | 0.60% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'619 CHF | 126'369 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'322 CHF | 124'072 CHF | 99.91% | 99.91% |
18.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'017 CHF | 116'767 CHF | 99.90% | 99.90% |
15.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'001 CHF | 112'751 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'274 CHF | 114'024 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'777 CHF | 115'527 CHF | 100.00% | 100.00% |
12.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'363 CHF | 114'113 CHF | 99.71% | 99.71% |
11.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 110'467 CHF | 111'217 CHF | 99.89% | 99.89% |
08.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'434 CHF | 116'184 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'411 CHF | 115'161 CHF | 99.91% | 99.91% |