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 | 1.38% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 86'570 CHF | 87'770 CHF | 99.47% | 99.47% |
19.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 90'439 CHF | 91'639 CHF | 100.00% | 100.00% |
18.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 88'368 CHF | 89'568 CHF | 99.89% | 99.89% |
15.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 89'813 CHF | 91'013 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 91'421 CHF | 92'621 CHF | 98.65% | 98.65% |
13.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 90'773 CHF | 91'973 CHF | 100.00% | 100.00% |
12.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 85'753 CHF | 86'953 CHF | 99.88% | 99.88% |
11.11.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 83'980 CHF | 85'180 CHF | 100.00% | 100.00% |
08.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 84'822 CHF | 86'022 CHF | 99.04% | 99.04% |
07.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 82'529 CHF | 83'729 CHF | 100.00% | 100.00% |