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 | 1.12% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'847 CHF | 74'677 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'917 CHF | 76'667 CHF | 99.40% | 99.40% |
18.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'944 CHF | 75'694 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'734 CHF | 71'545 CHF | 100.00% | 100.00% |
14.11.2024 | 1.20% | 0.93 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'703 CHF | 71'557 CHF | 99.52% | 99.52% |
13.11.2024 | 1.23% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 74'665 | 74'442 | 66'389 CHF | 67'004 CHF | 99.32% | 99.32% |
12.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'614 CHF | 64'389 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'780 CHF | 60'654 CHF | 100.00% | 100.00% |
08.11.2024 | 1.55% | 0.80 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'021 CHF | 58'927 CHF | 100.00% | 100.00% |
07.11.2024 | 1.93% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 79'901 | 72'407 | 54'157 CHF | 50'294 CHF | 99.13% | 99.13% |