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 | 1.25% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'841 CHF | 60'591 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'111 | 75'000 | 57'519 CHF | 58'191 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'646 CHF | 64'396 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 74'909 | 74'909 | 65'490 CHF | 66'240 CHF | 100.00% | 100.00% |
14.11.2024 | 1.24% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'584 | 75'000 | 60'744 CHF | 61'086 CHF | 99.27% | 99.27% |
13.11.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 78'968 | 74'435 | 55'021 CHF | 52'636 CHF | 99.40% | 99.40% |
12.11.2024 | 1.36% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 75'904 | 75'000 | 55'525 CHF | 55'667 CHF | 100.00% | 100.00% |
11.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'302 CHF | 67'052 CHF | 100.00% | 100.00% |
08.11.2024 | 1.36% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 64'987 | 64'987 | 58'946 CHF | 59'689 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 73'704 | 72'409 | 90'562 CHF | 89'899 CHF | 99.23% | 99.23% |