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 | 1.19% | 0.82 CHF | 0.83 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 58'582 CHF | 59'282 CHF | 99.44% | 99.44% |
19.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 57'666 CHF | 58'373 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 59'471 CHF | 60'171 CHF | 99.88% | 99.88% |
15.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 58'652 CHF | 59'352 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 73'268 | 73'268 | 57'625 CHF | 58'357 CHF | 98.56% | 98.56% |
13.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 57'268 CHF | 57'997 CHF | 100.00% | 100.00% |
12.11.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 58'799 CHF | 59'499 CHF | 99.88% | 99.88% |
11.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'763 CHF | 61'463 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 58'930 CHF | 59'630 CHF | 99.05% | 99.05% |
07.11.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 61'946 CHF | 62'646 CHF | 100.00% | 100.00% |