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 | 0.76% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'161 CHF | 98'911 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'847 CHF | 101'597 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 100'566 CHF | 101'316 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'265 CHF | 99'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'388 CHF | 96'138 CHF | 99.27% | 99.27% |
13.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 74'437 | 74'437 | 93'044 CHF | 93'794 CHF | 99.40% | 99.40% |
12.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'692 CHF | 93'442 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'200 CHF | 89'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'674 CHF | 90'424 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 84'899 CHF | 85'654 CHF | 99.23% | 99.23% |