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% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'042 CHF | 59'792 CHF | 94.79% | 94.79% |
19.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'161 CHF | 57'911 CHF | 100.00% | 100.00% |
18.11.2024 | 1.74% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 41'171 CHF | 41'840 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'470 CHF | 61'220 CHF | 100.00% | 100.00% |
14.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'427 CHF | 59'177 CHF | 83.69% | 83.69% |
13.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 74'884 | 74'112 | 57'189 CHF | 57'345 CHF | 94.16% | 94.16% |
12.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'936 CHF | 57'686 CHF | 84.38% | 84.38% |
11.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'634 CHF | 64'384 CHF | 94.79% | 94.79% |
08.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'779 CHF | 60'529 CHF | 100.00% | 100.00% |
07.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 74'725 | 72'251 | 58'973 CHF | 57'815 CHF | 93.52% | 93.52% |