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 | 1.01% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'793 CHF | 74'543 CHF | 100.00% | 100.00% |
19.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 65'656 CHF | 66'406 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'472 CHF | 71'222 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'206 CHF | 71'956 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'246 CHF | 68'996 CHF | 99.52% | 99.52% |
13.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 74'889 | 74'146 | 61'026 CHF | 61'158 CHF | 99.32% | 99.32% |
12.11.2024 | 1.13% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'771 CHF | 66'521 CHF | 100.00% | 100.00% |
11.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'678 CHF | 68'428 CHF | 100.00% | 100.00% |
08.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'531 CHF | 66'281 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 74'222 | 72'406 | 67'197 CHF | 66'366 CHF | 99.12% | 99.12% |