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 | 5.20% | 0.91 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'596 CHF | 73'310 CHF | 100.00% | 100.00% |
19.11.2024 | 3.21% | 0.93 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'630 CHF | 70'870 CHF | 100.00% | 100.00% |
18.11.2024 | 3.64% | 0.94 CHF | 0.97 CHF | 75'000 | 75'000 | 71'675 | 63'918 | 66'627 CHF | 61'518 CHF | 99.51% | 99.51% |
15.11.2024 | 3.03% | 0.97 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'824 CHF | 76'091 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 1.06 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'360 CHF | 78'610 CHF | 99.44% | 99.44% |
13.11.2024 | 3.03% | 1.00 CHF | 1.03 CHF | 75'000 | 75'000 | 74'638 | 74'155 | 73'636 CHF | 75'398 CHF | 73.34% | 73.34% |
12.11.2024 | 2.86% | 1.02 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'456 CHF | 80'730 CHF | 100.00% | 100.00% |
11.11.2024 | 2.72% | 1.09 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'269 CHF | 84'535 CHF | 100.00% | 100.00% |
08.11.2024 | 2.75% | 1.07 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'253 CHF | 83'516 CHF | 100.00% | 100.00% |
07.11.2024 | 2.81% | 1.07 CHF | 1.10 CHF | 75'000 | 75'000 | 73'701 | 72'402 | 81'482 CHF | 82'276 CHF | 99.06% | 99.06% |