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 | 0.62% | 1.58 CHF | 1.59 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 143'707 CHF | 144'607 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 140'178 CHF | 141'078 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 146'224 CHF | 147'124 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 145'776 CHF | 146'676 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 90'000 | 90'000 | 90'924 | 90'924 | 136'497 CHF | 137'406 CHF | 99.33% | 99.33% |
13.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 131'847 CHF | 132'797 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 1.37 CHF | 1.38 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 134'288 CHF | 135'198 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 143'508 CHF | 144'408 CHF | 99.93% | 99.93% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 144'479 CHF | 145'379 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 85'000 | 85'000 | 85'782 | 85'782 | 146'394 CHF | 147'252 CHF | 100.00% | 100.00% |