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 | 0.88% | 1.17 CHF | 1.18 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 39'778 CHF | 40'128 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 40'629 CHF | 40'979 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 39'691 CHF | 40'041 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 38'268 CHF | 38'618 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 39'069 CHF | 39'419 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 40'768 CHF | 41'118 CHF | 100.00% | 100.00% |
12.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 38'119 CHF | 38'469 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 38'173 CHF | 38'523 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 40'143 CHF | 40'493 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 33'708 CHF | 34'008 CHF | 100.00% | 100.00% |