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 | 0.71% | 1.39 CHF | 1.40 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 126'582 CHF | 127'482 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 123'052 CHF | 123'952 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 129'056 CHF | 129'956 CHF | 100.00% | 100.00% |
15.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 128'552 CHF | 129'452 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 90'000 | 90'000 | 90'924 | 90'924 | 119'142 CHF | 120'051 CHF | 99.33% | 99.33% |
13.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 113'711 CHF | 114'661 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 1.18 CHF | 1.19 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 116'893 CHF | 117'802 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 126'291 CHF | 127'191 CHF | 99.93% | 99.93% |
08.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 127'234 CHF | 128'134 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 85'000 | 85'000 | 85'780 | 85'780 | 129'909 CHF | 130'767 CHF | 100.00% | 100.00% |