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 | 1.24% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'213 CHF | 60'963 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'179 CHF | 62'929 CHF | 100.00% | 100.00% |
18.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'977 CHF | 60'727 CHF | 100.00% | 100.00% |
15.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'307 CHF | 57'057 CHF | 100.00% | 100.00% |
14.11.2024 | 1.28% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'278 CHF | 59'028 CHF | 99.22% | 99.22% |
13.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 74'890 | 74'449 | 62'310 CHF | 62'695 CHF | 99.36% | 99.36% |
12.11.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'098 | 75'000 | 55'877 CHF | 56'557 CHF | 100.00% | 100.00% |
11.11.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 54'598 CHF | 55'344 CHF | 100.00% | 100.00% |
08.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'797 CHF | 61'547 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 74'511 | 73'698 | 58'458 CHF | 58'541 CHF | 98.73% | 98.73% |