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 | 1.16% | 0.81 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'358 CHF | 65'108 CHF | 14.13% | 100.00% |
19.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'628 CHF | 63'378 CHF | 100.00% | 100.00% |
18.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'867 CHF | 66'617 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'333 CHF | 69'083 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'708 CHF | 69'458 CHF | 99.22% | 99.22% |
13.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 74'667 | 74'155 | 66'509 CHF | 66'807 CHF | 98.74% | 98.74% |
12.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'225 CHF | 69'975 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'755 CHF | 74'505 CHF | 100.00% | 100.00% |
08.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'478 CHF | 74'228 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 73'699 | 72'397 | 77'103 CHF | 76'441 CHF | 98.73% | 98.73% |