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 | 0.83% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'118 CHF | 90'868 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'857 CHF | 93'607 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'503 CHF | 93'253 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'192 CHF | 90'942 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'349 CHF | 88'099 CHF | 99.27% | 99.27% |
13.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 74'437 | 74'437 | 85'071 CHF | 85'817 CHF | 99.40% | 99.40% |
12.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'562 CHF | 85'312 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'034 CHF | 81'784 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'537 CHF | 82'287 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 76'855 CHF | 77'607 CHF | 99.23% | 99.23% |