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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 2.73% | 1.08 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'125 CHF | 84'402 CHF | 100.00% | 100.00% |
22.11.2024 | 2.58% | 1.18 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 85'329 CHF | 87'562 CHF | 100.00% | 100.00% |
20.11.2024 | 1.93% | 1.01 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'669 CHF | 78'159 CHF | 100.00% | 100.00% |
19.11.2024 | 1.95% | 1.02 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'251 CHF | 76'736 CHF | 100.00% | 100.00% |
18.11.2024 | 2.37% | 1.03 CHF | 1.05 CHF | 75'000 | 75'000 | 69'479 | 63'918 | 70'692 CHF | 66'472 CHF | 99.51% | 99.51% |
15.11.2024 | 2.39% | 1.05 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'503 CHF | 81'432 CHF | 100.00% | 100.00% |
14.11.2024 | 2.72% | 1.12 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'647 CHF | 83'897 CHF | 99.44% | 99.44% |
13.11.2024 | 2.81% | 1.07 CHF | 1.10 CHF | 75'000 | 75'000 | 74'555 | 74'373 | 79'218 CHF | 81'267 CHF | 98.88% | 98.88% |
12.11.2024 | 2.67% | 1.10 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'798 CHF | 86'067 CHF | 100.00% | 100.00% |
11.11.2024 | 2.57% | 1.15 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'049 CHF | 89'312 CHF | 100.00% | 100.00% |