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 | 1.48% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'475 CHF | 51'225 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'302 CHF | 54'052 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'851 CHF | 53'601 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'104 CHF | 53'854 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'048 CHF | 55'798 CHF | 99.52% | 99.52% |
13.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 74'138 | 74'138 | 56'237 CHF | 56'983 CHF | 98.35% | 98.35% |
12.11.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'658 CHF | 52'408 CHF | 99.90% | 99.90% |
11.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'868 CHF | 47'618 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'723 CHF | 48'473 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 75'000 | 75'000 | 72'408 | 72'408 | 43'574 CHF | 44'308 CHF | 99.13% | 99.13% |