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 | 0.97% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'584 CHF | 77'334 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'357 CHF | 80'107 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'950 CHF | 79'700 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'692 CHF | 77'442 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'849 CHF | 74'599 CHF | 99.27% | 99.27% |
13.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 74'662 | 74'437 | 71'862 CHF | 72'389 CHF | 99.40% | 99.40% |
12.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'062 CHF | 71'812 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'534 CHF | 68'284 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'037 CHF | 68'787 CHF | 100.00% | 100.00% |
07.11.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 74'262 | 73'746 | 64'076 CHF | 64'371 CHF | 99.05% | 99.05% |