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 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'586 CHF | 56'336 CHF | 99.38% | 99.38% |
19.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'996 CHF | 57'746 CHF | 97.40% | 97.40% |
18.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'045 CHF | 55'795 CHF | 99.27% | 99.27% |
15.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'269 CHF | 56'019 CHF | 99.39% | 99.39% |
14.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'787 CHF | 56'537 CHF | 99.35% | 99.35% |
13.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'348 CHF | 59'098 CHF | 99.39% | 99.39% |
12.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'954 CHF | 58'704 CHF | 99.03% | 99.03% |
11.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 50'825 CHF | 51'575 CHF | 99.29% | 99.29% |
08.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 76'733 | 76'733 | 52'399 CHF | 53'166 CHF | 99.37% | 99.37% |
07.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 94'772 | 94'772 | 62'056 CHF | 63'003 CHF | 99.28% | 99.28% |