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 | 0.66% | 1.48 CHF | 1.49 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 135'190 CHF | 136'090 CHF | 100.00% | 100.00% |
19.11.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 131'567 CHF | 132'467 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 137'704 CHF | 138'604 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 137'101 CHF | 138'001 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 90'000 | 90'000 | 90'924 | 90'924 | 127'856 CHF | 128'765 CHF | 99.33% | 99.33% |
13.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 122'794 CHF | 123'744 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.27 CHF | 1.28 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 125'601 CHF | 126'510 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 134'900 CHF | 135'800 CHF | 99.93% | 99.93% |
08.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 135'876 CHF | 136'776 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 85'000 | 85'000 | 85'780 | 85'780 | 138'150 CHF | 139'008 CHF | 100.00% | 100.00% |