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 | 1.11% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'177 CHF | 67'927 CHF | 100.00% | 100.00% |
19.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'167 CHF | 69'940 CHF | 99.40% | 99.40% |
18.11.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'194 CHF | 68'994 CHF | 100.00% | 100.00% |
15.11.2024 | 1.26% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'984 CHF | 64'795 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'057 CHF | 64'846 CHF | 99.52% | 99.52% |
13.11.2024 | 1.36% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 74'888 | 74'442 | 59'844 CHF | 60'304 CHF | 99.32% | 99.32% |
12.11.2024 | 1.54% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'864 CHF | 57'746 CHF | 100.00% | 100.00% |
11.11.2024 | 1.57% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 78'184 | 75'000 | 55'281 CHF | 53'904 CHF | 100.00% | 100.00% |
08.11.2024 | 1.58% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 79'885 | 75'000 | 54'702 CHF | 52'177 CHF | 100.00% | 100.00% |
07.11.2024 | 2.10% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 89'990 | 72'407 | 52'864 CHF | 43'777 CHF | 99.13% | 99.13% |