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 | 3.86% | 1.24 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 94'335 CHF | 98'052 CHF | 100.00% | 100.00% |
19.11.2024 | 2.37% | 1.26 CHF | 1.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 93'328 CHF | 95'567 CHF | 100.00% | 100.00% |
18.11.2024 | 2.70% | 1.27 CHF | 1.30 CHF | 75'000 | 75'000 | 68'191 | 63'918 | 85'850 CHF | 82'548 CHF | 99.51% | 99.51% |
15.11.2024 | 2.27% | 1.30 CHF | 1.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 98'564 CHF | 100'824 CHF | 100.00% | 100.00% |
14.11.2024 | 2.20% | 1.39 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'167 CHF | 103'417 CHF | 99.44% | 99.44% |
13.11.2024 | 2.27% | 1.33 CHF | 1.36 CHF | 75'000 | 75'000 | 74'482 | 74'373 | 98'232 CHF | 100'329 CHF | 98.87% | 98.87% |
12.11.2024 | 2.17% | 1.35 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'194 CHF | 105'462 CHF | 100.00% | 100.00% |
11.11.2024 | 2.10% | 1.42 CHF | 1.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'975 CHF | 109'249 CHF | 100.00% | 100.00% |
08.11.2024 | 2.12% | 1.40 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'945 CHF | 108'210 CHF | 100.00% | 100.00% |
07.11.2024 | 2.17% | 1.40 CHF | 1.43 CHF | 75'000 | 75'000 | 73'182 | 72'402 | 105'023 CHF | 106'131 CHF | 99.06% | 99.06% |