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 | 1.22% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'958 CHF | 61'708 CHF | 94.79% | 94.79% |
19.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'839 CHF | 63'589 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 41'056 CHF | 41'747 CHF | 100.00% | 100.00% |
15.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'530 CHF | 60'280 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'573 CHF | 62'323 CHF | 83.69% | 83.69% |
13.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 74'721 | 74'112 | 62'759 CHF | 62'991 CHF | 94.16% | 94.16% |
12.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'540 CHF | 64'290 CHF | 84.38% | 84.38% |
11.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'625 CHF | 57'375 CHF | 94.79% | 94.79% |
08.11.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'576 CHF | 61'326 CHF | 100.00% | 100.00% |
07.11.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 74'457 | 72'251 | 60'656 CHF | 59'545 CHF | 93.52% | 93.52% |