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 | 0.90% | 1.11 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'892 CHF | 83'642 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'758 CHF | 86'508 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'252 CHF | 86'002 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'113 CHF | 83'863 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'176 CHF | 80'926 CHF | 99.27% | 99.27% |
13.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 74'437 | 74'437 | 78'000 CHF | 78'750 CHF | 99.40% | 99.40% |
12.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'497 CHF | 78'247 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'878 CHF | 74'628 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'399 CHF | 75'149 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 74'031 | 73'704 | 70'229 CHF | 70'659 CHF | 99.23% | 99.23% |