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 | 1.04% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'968 CHF | 72'718 CHF | 99.38% | 99.38% |
19.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'213 CHF | 68'963 CHF | 99.29% | 99.29% |
18.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 73'424 | 73'424 | 72'012 CHF | 72'746 CHF | 99.28% | 99.28% |
15.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'980 CHF | 72'730 CHF | 99.39% | 99.39% |
14.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'847 CHF | 69'597 CHF | 99.35% | 99.35% |
13.11.2024 | 1.11% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'988 CHF | 67'738 CHF | 99.38% | 99.38% |
12.11.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'382 CHF | 72'132 CHF | 99.08% | 99.08% |
11.11.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'714 CHF | 71'464 CHF | 99.29% | 99.29% |
08.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'438 CHF | 66'188 CHF | 99.38% | 99.38% |
07.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 54'976 | 54'976 | 55'369 CHF | 55'919 CHF | 99.24% | 99.24% |