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 | 1.40% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'017 CHF | 53'767 CHF | 99.38% | 99.38% |
19.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'452 CHF | 53'202 CHF | 98.58% | 98.58% |
18.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'838 CHF | 51'588 CHF | 99.27% | 99.27% |
15.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'937 CHF | 51'687 CHF | 99.38% | 99.38% |
14.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'880 CHF | 51'630 CHF | 99.39% | 99.39% |
13.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 77'136 | 77'136 | 52'011 CHF | 52'783 CHF | 99.38% | 99.38% |
12.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'739 | 99'739 | 64'903 CHF | 65'900 CHF | 99.06% | 99.06% |
11.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'340 CHF | 65'340 CHF | 99.25% | 99.25% |
08.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'864 CHF | 65'864 CHF | 99.39% | 99.39% |
07.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'143 CHF | 65'143 CHF | 99.27% | 99.27% |