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 | 1.31% | 0.72 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'832 CHF | 57'582 CHF | 14.13% | 100.00% |
19.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 76'823 | 75'000 | 55'195 CHF | 54'664 CHF | 99.96% | 99.96% |
18.11.2024 | 1.52% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 73'897 | 63'972 | 56'490 CHF | 49'517 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 74'909 | 74'909 | 58'388 CHF | 59'137 CHF | 100.00% | 100.00% |
14.11.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 76'503 | 75'000 | 56'076 CHF | 55'788 CHF | 94.65% | 94.65% |
13.11.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 74'473 | 53'664 CHF | 50'707 CHF | 99.25% | 99.25% |
12.11.2024 | 1.44% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 79'697 | 75'000 | 54'894 CHF | 52'417 CHF | 98.32% | 98.32% |
11.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'814 CHF | 59'564 CHF | 100.00% | 100.00% |
08.11.2024 | 1.53% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 64'968 | 64'968 | 52'411 CHF | 53'152 CHF | 97.48% | 97.48% |
07.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 74'193 | 72'309 | 75'627 CHF | 74'613 CHF | 95.57% | 95.57% |