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 | 1.41% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'782 CHF | 73'815 CHF | 99.00% | 99.00% |
19.11.2024 | 1.61% | 0.97 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'097 CHF | 75'296 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 1.04 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'904 CHF | 78'120 CHF | 100.00% | 100.00% |
15.11.2024 | 1.88% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 57'294 CHF | 58'239 CHF | 100.00% | 100.00% |
14.11.2024 | 2.42% | 1.03 CHF | 1.05 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 37'774 CHF | 38'700 CHF | 99.22% | 99.22% |
13.11.2024 | 2.65% | 1.01 CHF | 1.04 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 37'587 CHF | 38'590 CHF | 99.36% | 99.36% |
12.11.2024 | 2.48% | 0.98 CHF | 1.01 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 38'525 CHF | 39'495 CHF | 100.00% | 100.00% |
11.11.2024 | 2.34% | 1.12 CHF | 1.15 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 41'442 CHF | 42'422 CHF | 100.00% | 100.00% |
08.11.2024 | 1.62% | 1.09 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'148 CHF | 83'486 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 1.17 CHF | 1.19 CHF | 75'000 | 75'000 | 73'698 | 72'396 | 86'744 CHF | 86'650 CHF | 98.73% | 98.73% |