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 | 1.71% | 1.08 CHF | 1.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'468 CHF | 83'892 CHF | 99.00% | 99.00% |
19.11.2024 | 1.47% | 1.10 CHF | 1.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'415 CHF | 82'620 CHF | 100.00% | 100.00% |
18.11.2024 | 1.51% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'532 CHF | 79'723 CHF | 100.00% | 100.00% |
15.11.2024 | 1.92% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 55'301 CHF | 56'246 CHF | 100.00% | 100.00% |
14.11.2024 | 2.31% | 1.04 CHF | 1.06 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 39'675 CHF | 40'601 CHF | 99.22% | 99.22% |
13.11.2024 | 2.56% | 1.05 CHF | 1.08 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 38'906 CHF | 39'909 CHF | 99.36% | 99.36% |
12.11.2024 | 2.46% | 1.08 CHF | 1.11 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 38'953 CHF | 39'924 CHF | 100.00% | 100.00% |
11.11.2024 | 2.54% | 0.95 CHF | 0.97 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 36'049 CHF | 36'975 CHF | 100.00% | 100.00% |
08.11.2024 | 1.90% | 0.99 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'607 CHF | 75'018 CHF | 100.00% | 100.00% |
07.11.2024 | 2.12% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 74'219 | 72'396 | 66'803 CHF | 66'530 CHF | 98.73% | 98.73% |