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 | 1.97% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'841 | 75'000 | 55'453 CHF | 55'951 CHF | 99.00% | 99.00% |
19.11.2024 | 2.58% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'130 CHF | 57'597 CHF | 100.00% | 100.00% |
18.11.2024 | 1.72% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'370 CHF | 60'404 CHF | 100.00% | 100.00% |
15.11.2024 | 2.63% | 0.84 CHF | 0.86 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 44'429 CHF | 45'549 CHF | 100.00% | 100.00% |
14.11.2024 | 3.35% | 0.79 CHF | 0.82 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 28'914 CHF | 29'899 CHF | 99.22% | 99.22% |
13.11.2024 | 3.24% | 0.77 CHF | 0.80 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 28'859 CHF | 29'805 CHF | 99.36% | 99.36% |
12.11.2024 | 3.25% | 0.75 CHF | 0.77 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 29'672 CHF | 30'650 CHF | 100.00% | 100.00% |
11.11.2024 | 3.00% | 0.88 CHF | 0.91 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 32'576 CHF | 33'567 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 0.85 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'482 CHF | 65'893 CHF | 100.00% | 100.00% |
07.11.2024 | 2.03% | 0.94 CHF | 0.96 CHF | 75'000 | 75'000 | 74'219 | 72'396 | 69'819 CHF | 69'494 CHF | 98.73% | 98.73% |