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 | 1.16% | 0.84 CHF | 0.85 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'016 CHF | 60'716 CHF | 99.49% | 99.49% |
19.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 70'000 | 70'000 | 70'659 | 70'659 | 59'117 CHF | 59'824 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'919 CHF | 61'619 CHF | 99.90% | 99.90% |
15.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'087 CHF | 60'787 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 70'000 | 70'000 | 73'269 | 73'269 | 59'123 CHF | 59'855 CHF | 98.50% | 98.50% |
13.11.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 58'761 CHF | 59'490 CHF | 100.00% | 100.00% |
12.11.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'394 CHF | 61'094 CHF | 99.88% | 99.88% |
11.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 62'197 CHF | 62'897 CHF | 100.00% | 100.00% |
08.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'362 CHF | 61'062 CHF | 99.04% | 99.04% |
07.11.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 63'523 CHF | 64'223 CHF | 100.00% | 100.00% |