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 | 1.21% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'448 CHF | 62'198 CHF | 100.00% | 100.00% |
19.11.2024 | 1.47% | 0.83 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'293 CHF | 64'227 CHF | 99.40% | 99.40% |
18.11.2024 | 1.36% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'351 CHF | 63'207 CHF | 100.00% | 100.00% |
15.11.2024 | 1.32% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'138 CHF | 58'912 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'175 CHF | 58'964 CHF | 99.52% | 99.52% |
13.11.2024 | 1.48% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 76'363 | 74'442 | 55'125 CHF | 54'560 CHF | 99.32% | 99.32% |
12.11.2024 | 1.67% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'450 CHF | 51'908 CHF | 100.00% | 100.00% |
11.11.2024 | 1.96% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 84'986 | 75'000 | 53'383 CHF | 48'105 CHF | 100.00% | 100.00% |
08.11.2024 | 1.91% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 88'882 | 75'000 | 53'961 CHF | 46'435 CHF | 100.00% | 100.00% |
07.11.2024 | 2.75% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 103'283 | 72'408 | 52'589 CHF | 38'229 CHF | 99.13% | 99.13% |