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 | 0.66% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'482 CHF | 113'232 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'196 CHF | 115'946 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 114'897 CHF | 115'647 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 112'584 CHF | 113'334 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'713 CHF | 110'463 CHF | 99.27% | 99.27% |
13.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 74'437 | 74'437 | 107'334 CHF | 108'084 CHF | 99.40% | 99.40% |
12.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'970 CHF | 107'720 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'523 CHF | 104'273 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'977 CHF | 104'727 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 98'921 CHF | 99'676 CHF | 99.23% | 99.23% |