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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'427 CHF | 54'177 CHF | 99.36% | 99.36% |
20.11.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'602 CHF | 57'352 CHF | 99.36% | 99.36% |
19.11.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 89'788 | 89'788 | 59'122 CHF | 60'020 CHF | 99.22% | 99.22% |
18.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'859 CHF | 53'609 CHF | 99.28% | 99.28% |
15.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'327 CHF | 54'077 CHF | 99.37% | 99.37% |
14.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'938 CHF | 55'688 CHF | 99.39% | 99.39% |
13.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'067 CHF | 55'817 CHF | 99.36% | 99.36% |
12.11.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'404 CHF | 58'154 CHF | 99.05% | 99.05% |
11.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'186 | 75'186 | 61'735 CHF | 62'487 CHF | 99.30% | 99.30% |
08.11.2024 | 1.65% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'374 CHF | 61'374 CHF | 99.38% | 99.38% |