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 | 1.32% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'425 CHF | 57'175 CHF | 100.00% | 100.00% |
19.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'121 CHF | 55'871 CHF | 99.90% | 99.90% |
18.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'922 CHF | 58'672 CHF | 99.91% | 99.91% |
15.11.2024 | 1.21% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'576 CHF | 62'326 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'395 CHF | 65'145 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'867 CHF | 62'617 CHF | 100.00% | 100.00% |
12.11.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'829 CHF | 68'579 CHF | 99.71% | 99.71% |
11.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'963 CHF | 69'713 CHF | 99.84% | 99.84% |
08.11.2024 | 1.06% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'742 CHF | 71'492 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'325 CHF | 69'075 CHF | 83.09% | 83.09% |