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 | 1.00% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'522 CHF | 75'272 CHF | 98.82% | 98.82% |
19.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'377 CHF | 73'127 CHF | 99.94% | 99.94% |
18.11.2024 | 1.27% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 71'858 | 69'764 | 68'247 CHF | 67'063 CHF | 98.08% | 98.08% |
15.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'054 CHF | 69'804 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'452 CHF | 65'202 CHF | 99.57% | 99.57% |
13.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 74'888 | 74'442 | 60'332 CHF | 60'725 CHF | 99.32% | 99.32% |
12.11.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'176 CHF | 60'926 CHF | 99.36% | 99.36% |
11.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'106 CHF | 65'856 CHF | 95.09% | 95.09% |
08.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'580 CHF | 60'330 CHF | 99.79% | 99.79% |
07.11.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 74'215 | 73'692 | 64'721 CHF | 65'016 CHF | 96.70% | 96.70% |