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 | 1.05% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'220 CHF | 71'970 CHF | 99.38% | 99.38% |
19.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'608 CHF | 68'358 CHF | 99.24% | 99.24% |
18.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'484 CHF | 67'234 CHF | 99.25% | 99.25% |
15.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'813 CHF | 68'563 CHF | 99.39% | 99.39% |
14.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 74'218 | 74'218 | 69'808 CHF | 70'550 CHF | 99.34% | 99.34% |
13.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'201 CHF | 55'951 CHF | 99.37% | 99.37% |
12.11.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'829 CHF | 63'579 CHF | 99.07% | 99.07% |
11.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'132 CHF | 68'882 CHF | 99.26% | 99.26% |
08.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'181 CHF | 64'931 CHF | 99.39% | 99.39% |
07.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'368 CHF | 61'118 CHF | 99.30% | 99.30% |