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 | 1.36% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'814 CHF | 55'564 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'412 CHF | 56'162 CHF | 99.85% | 99.85% |
18.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'953 CHF | 53'703 CHF | 99.90% | 99.90% |
15.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'461 | 75'461 | 51'875 CHF | 52'630 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 93'934 | 93'934 | 62'062 CHF | 63'001 CHF | 100.00% | 100.00% |
13.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 77'276 | 77'276 | 52'434 CHF | 53'207 CHF | 100.00% | 100.00% |
12.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'484 | 99'484 | 63'928 CHF | 64'923 CHF | 99.70% | 99.70% |
11.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'564 CHF | 60'564 CHF | 99.85% | 99.85% |
08.11.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'826 CHF | 60'826 CHF | 100.00% | 100.00% |
07.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'525 CHF | 55'525 CHF | 99.86% | 99.86% |