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 | 1.06% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 65'635 CHF | 66'335 CHF | 99.43% | 99.43% |
19.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 64'957 CHF | 65'664 CHF | 100.00% | 100.00% |
18.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 66'662 CHF | 67'362 CHF | 99.88% | 99.88% |
15.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 65'742 CHF | 66'442 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 73'266 | 73'266 | 65'162 CHF | 65'894 CHF | 98.57% | 98.57% |
13.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 64'810 CHF | 65'538 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 66'038 CHF | 66'738 CHF | 99.89% | 99.89% |
11.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 67'824 CHF | 68'524 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 66'146 CHF | 66'846 CHF | 99.05% | 99.05% |
07.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 69'184 CHF | 69'884 CHF | 100.00% | 100.00% |