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 | 2.56% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'249 CHF | 58'734 CHF | 100.00% | 100.00% |
19.11.2024 | 2.62% | 0.76 CHF | 0.78 CHF | 75'000 | 75'000 | 75'020 | 75'000 | 55'992 CHF | 57'465 CHF | 100.00% | 100.00% |
18.11.2024 | 3.17% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 73'893 | 63'928 | 56'047 CHF | 49'969 CHF | 99.60% | 99.60% |
15.11.2024 | 2.51% | 0.79 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'578 CHF | 61'093 CHF | 100.00% | 100.00% |
14.11.2024 | 2.42% | 0.85 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'366 CHF | 62'866 CHF | 99.44% | 99.44% |
13.11.2024 | 2.51% | 0.80 CHF | 0.82 CHF | 75'000 | 75'000 | 74'911 | 74'373 | 59'601 CHF | 60'673 CHF | 98.88% | 98.88% |
12.11.2024 | 2.36% | 0.83 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'418 CHF | 64'933 CHF | 100.00% | 100.00% |
11.11.2024 | 2.26% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'395 CHF | 67'909 CHF | 100.00% | 100.00% |
08.11.2024 | 2.29% | 0.87 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'616 CHF | 67'134 CHF | 100.00% | 100.00% |
07.11.2024 | 2.37% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 74'221 | 72'402 | 66'277 CHF | 66'157 CHF | 99.06% | 99.06% |