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 | 0.73% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'670 CHF | 103'420 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'212 CHF | 90'962 CHF | 99.91% | 99.91% |
18.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'698 CHF | 109'448 CHF | 99.91% | 99.91% |
15.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'982 CHF | 114'732 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'866 CHF | 100'616 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 84'326 CHF | 85'076 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'095 CHF | 85'845 CHF | 99.71% | 99.71% |
11.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'704 CHF | 116'454 CHF | 99.91% | 99.91% |
08.11.2024 | 0.62% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 120'985 CHF | 121'735 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'555 CHF | 161'305 CHF | 99.91% | 99.91% |