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 | 2.02% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'315 CHF | 64'608 CHF | 99.00% | 99.00% |
19.11.2024 | 1.66% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'796 CHF | 65'880 CHF | 100.00% | 100.00% |
18.11.2024 | 1.55% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'719 CHF | 68'777 CHF | 100.00% | 100.00% |
15.11.2024 | 2.30% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 50'427 CHF | 51'535 CHF | 100.00% | 100.00% |
14.11.2024 | 3.24% | 0.90 CHF | 0.93 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 33'075 CHF | 34'164 CHF | 99.22% | 99.22% |
13.11.2024 | 3.08% | 0.89 CHF | 0.91 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 33'024 CHF | 34'054 CHF | 99.36% | 99.36% |
12.11.2024 | 3.06% | 0.86 CHF | 0.89 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 33'870 CHF | 34'922 CHF | 100.00% | 100.00% |
11.11.2024 | 2.76% | 1.00 CHF | 1.02 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 36'797 CHF | 37'826 CHF | 100.00% | 100.00% |
08.11.2024 | 1.69% | 0.96 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'986 CHF | 74'232 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 1.05 CHF | 1.07 CHF | 75'000 | 75'000 | 73'698 | 72'396 | 77'843 CHF | 77'550 CHF | 98.73% | 98.73% |