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% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'858 CHF | 62'608 CHF | 99.38% | 99.38% |
19.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'834 CHF | 62'584 CHF | 99.27% | 99.27% |
18.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'081 CHF | 57'831 CHF | 99.22% | 99.22% |
15.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'789 CHF | 56'539 CHF | 99.39% | 99.39% |
14.11.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'900 CHF | 61'650 CHF | 89.53% | 89.53% |
13.11.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'094 CHF | 62'844 CHF | 76.85% | 76.85% |
12.11.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'337 CHF | 56'087 CHF | 81.99% | 81.99% |
11.11.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'039 CHF | 55'789 CHF | 84.08% | 84.08% |
08.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'766 | 75'766 | 57'165 CHF | 57'922 CHF | 99.39% | 99.39% |
07.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'151 | 99'151 | 63'298 CHF | 64'289 CHF | 99.25% | 99.25% |