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 | 0.71% | 1.40 CHF | 1.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'118 CHF | 105'868 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'990 CHF | 108'740 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 107'502 CHF | 108'252 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'233 CHF | 105'983 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 102'392 CHF | 103'142 CHF | 99.27% | 99.27% |
13.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75'000 | 75'000 | 74'437 | 74'437 | 100'022 CHF | 100'766 CHF | 99.40% | 99.40% |
12.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 99'607 CHF | 100'357 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'059 CHF | 96'809 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 96'547 CHF | 97'297 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 91'677 CHF | 92'426 CHF | 99.23% | 99.23% |