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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 2.24% | 0.89 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'700 CHF | 69'231 CHF | 100.00% | 100.00% |
22.11.2024 | 2.09% | 0.97 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'234 CHF | 71'719 CHF | 100.00% | 100.00% |
20.11.2024 | 2.32% | 0.83 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'137 CHF | 64'615 CHF | 100.00% | 100.00% |
19.11.2024 | 2.36% | 0.84 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'889 CHF | 63'370 CHF | 100.00% | 100.00% |
18.11.2024 | 2.88% | 0.84 CHF | 0.86 CHF | 75'000 | 75'000 | 73'503 | 63'918 | 61'363 CHF | 54'831 CHF | 99.51% | 99.51% |
15.11.2024 | 2.30% | 0.86 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'027 CHF | 66'541 CHF | 100.00% | 100.00% |
14.11.2024 | 2.22% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'772 CHF | 68'272 CHF | 99.44% | 99.44% |
13.11.2024 | 2.30% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 74'727 | 74'358 | 65'021 CHF | 66'200 CHF | 96.60% | 96.60% |
12.11.2024 | 2.16% | 0.90 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'021 CHF | 70'530 CHF | 100.00% | 100.00% |
11.11.2024 | 2.07% | 0.95 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'899 CHF | 73'405 CHF | 100.00% | 100.00% |