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 | 1.17% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'546 CHF | 64'296 CHF | 100.00% | 100.00% |
19.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'362 CHF | 67'112 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'982 CHF | 66'732 CHF | 100.00% | 100.00% |
15.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'457 CHF | 67'207 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'476 CHF | 69'226 CHF | 99.52% | 99.52% |
13.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 74'662 | 74'138 | 69'744 CHF | 69'995 CHF | 98.35% | 98.35% |
12.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'747 CHF | 65'497 CHF | 99.90% | 99.90% |
11.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'943 CHF | 60'693 CHF | 100.00% | 100.00% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'036 CHF | 61'786 CHF | 100.00% | 100.00% |
07.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 74'703 | 72'408 | 58'171 CHF | 57'010 CHF | 99.13% | 99.13% |