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 | 1.32% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'698 CHF | 53'398 CHF | 99.48% | 99.48% |
19.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 70'659 | 70'659 | 51'789 CHF | 52'496 CHF | 100.00% | 100.00% |
18.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'561 CHF | 54'261 CHF | 99.89% | 99.89% |
15.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'743 CHF | 53'443 CHF | 100.00% | 100.00% |
14.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 70'000 | 70'000 | 73'271 | 73'271 | 51'459 CHF | 52'192 CHF | 98.67% | 98.67% |
13.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 51'213 CHF | 51'941 CHF | 100.00% | 100.00% |
12.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'029 CHF | 53'729 CHF | 99.88% | 99.88% |
11.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 54'904 CHF | 55'604 CHF | 100.00% | 100.00% |
08.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'141 CHF | 53'841 CHF | 99.04% | 99.04% |
07.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 56'141 CHF | 56'841 CHF | 100.00% | 100.00% |