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 | 1.40% | 1.11 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'201 CHF | 83'358 CHF | 99.00% | 99.00% |
19.11.2024 | 1.24% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'585 CHF | 84'630 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 1.17 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'469 CHF | 87'527 CHF | 100.00% | 100.00% |
15.11.2024 | 2.12% | 1.20 CHF | 1.22 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 64'008 CHF | 65'280 CHF | 100.00% | 100.00% |
14.11.2024 | 2.53% | 1.15 CHF | 1.18 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 42'450 CHF | 43'539 CHF | 99.22% | 99.22% |
13.11.2024 | 2.42% | 1.14 CHF | 1.16 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 42'294 CHF | 43'324 CHF | 99.36% | 99.36% |
12.11.2024 | 2.41% | 1.11 CHF | 1.14 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 43'245 CHF | 44'297 CHF | 100.00% | 100.00% |
11.11.2024 | 1.98% | 1.25 CHF | 1.27 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 46'276 CHF | 47'201 CHF | 100.00% | 100.00% |
08.11.2024 | 1.35% | 1.21 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'736 CHF | 92'982 CHF | 100.00% | 100.00% |
07.11.2024 | 1.16% | 1.30 CHF | 1.32 CHF | 75'000 | 75'000 | 73'177 | 72'396 | 95'596 CHF | 95'649 CHF | 98.73% | 98.73% |