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% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 72'038 CHF | 72'738 CHF | 99.48% | 99.48% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 70'656 | 70'656 | 73'973 CHF | 74'680 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 71'515 CHF | 72'215 CHF | 99.89% | 99.89% |
15.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 72'668 CHF | 73'368 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 73'271 | 73'271 | 79'579 CHF | 80'312 CHF | 98.64% | 98.64% |
13.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 79'207 CHF | 79'935 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 72'293 CHF | 72'993 CHF | 99.88% | 99.88% |
11.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'804 CHF | 71'504 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 72'881 CHF | 73'581 CHF | 99.04% | 99.04% |
07.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'427 CHF | 71'127 CHF | 100.00% | 100.00% |