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 | 1.10% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'103 CHF | 68'853 CHF | 99.38% | 99.38% |
19.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 73'378 | 73'378 | 65'007 CHF | 65'740 CHF | 99.26% | 99.26% |
18.11.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'280 CHF | 61'780 CHF | 99.32% | 99.32% |
15.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'244 CHF | 67'744 CHF | 99.39% | 99.39% |
14.11.2024 | 0.67% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'515 | 50'515 | 75'677 CHF | 76'182 CHF | 99.36% | 99.36% |
13.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 69'511 | 69'511 | 66'205 CHF | 66'900 CHF | 99.39% | 99.39% |
12.11.2024 | 0.90% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'264 | 50'264 | 55'740 CHF | 56'243 CHF | 99.06% | 99.06% |
11.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'580 CHF | 66'080 CHF | 99.24% | 99.24% |
08.11.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'313 CHF | 61'813 CHF | 99.38% | 99.38% |
07.11.2024 | 0.76% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'332 CHF | 65'832 CHF | 99.25% | 99.25% |