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 | 1.11% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'347 CHF | 68'097 CHF | 99.39% | 99.39% |
19.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'892 CHF | 65'642 CHF | 99.26% | 99.26% |
18.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'841 CHF | 69'591 CHF | 99.28% | 99.28% |
15.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'632 CHF | 69'382 CHF | 99.38% | 99.38% |
14.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'769 CHF | 66'519 CHF | 99.39% | 99.39% |
13.11.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'436 CHF | 68'186 CHF | 99.39% | 99.39% |
12.11.2024 | 1.11% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'334 CHF | 68'084 CHF | 99.08% | 99.08% |
11.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 62'273 | 62'273 | 61'850 CHF | 62'473 CHF | 99.21% | 99.21% |
08.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 74'952 | 74'952 | 71'256 CHF | 72'005 CHF | 99.39% | 99.39% |
07.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 61'911 | 61'911 | 61'789 CHF | 62'408 CHF | 99.22% | 99.22% |