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 | 1.26% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'263 CHF | 60'013 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'988 CHF | 58'738 CHF | 99.92% | 99.92% |
18.11.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 74'262 | 71'308 | 59'213 CHF | 57'597 CHF | 91.45% | 91.45% |
15.11.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'206 CHF | 64'015 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'603 CHF | 62'353 CHF | 96.08% | 96.08% |
13.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 74'870 | 74'351 | 58'022 CHF | 58'359 CHF | 84.33% | 84.33% |
12.11.2024 | 1.50% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'064 CHF | 65'032 CHF | 88.09% | 88.09% |
11.11.2024 | 1.61% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 72'496 | 72'496 | 61'408 CHF | 62'372 CHF | 74.49% | 74.49% |
08.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'232 CHF | 59'982 CHF | 99.37% | 99.37% |
07.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 74'740 | 73'698 | 60'944 CHF | 60'883 CHF | 98.73% | 98.73% |