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 | 0.65% | 1.52 CHF | 1.53 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 138'363 CHF | 139'263 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 134'712 CHF | 135'612 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 140'870 CHF | 141'770 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 140'414 CHF | 141'314 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 90'000 | 90'000 | 90'923 | 90'923 | 131'150 CHF | 132'059 CHF | 99.39% | 99.39% |
13.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 126'173 CHF | 127'123 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.31 CHF | 1.32 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 128'982 CHF | 129'892 CHF | 100.00% | 100.00% |
11.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 138'161 CHF | 139'061 CHF | 99.93% | 99.93% |
08.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 138'929 CHF | 139'829 CHF | 100.00% | 100.00% |
07.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 85'000 | 85'000 | 85'780 | 85'780 | 141'207 CHF | 142'064 CHF | 100.00% | 100.00% |