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 | 1.08% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'196 CHF | 69'946 CHF | 94.79% | 94.79% |
19.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'198 CHF | 67'948 CHF | 100.00% | 100.00% |
18.11.2024 | 1.67% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 48'134 CHF | 48'867 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'654 CHF | 71'404 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'545 CHF | 69'295 CHF | 83.69% | 83.69% |
13.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 74'651 | 74'112 | 67'187 CHF | 67'447 CHF | 94.16% | 94.16% |
12.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'960 CHF | 67'710 CHF | 84.38% | 84.38% |
11.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'875 CHF | 74'625 CHF | 94.79% | 94.79% |
08.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'924 CHF | 70'674 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 74'175 | 72'251 | 68'616 CHF | 67'630 CHF | 93.52% | 93.52% |