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 | 1.02% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'021 CHF | 73'771 CHF | 94.79% | 94.79% |
19.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'012 CHF | 71'762 CHF | 100.00% | 100.00% |
18.11.2024 | 1.47% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 50'814 CHF | 51'505 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'545 CHF | 75'295 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'322 CHF | 73'072 CHF | 83.69% | 83.69% |
13.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 74'651 | 74'112 | 70'924 CHF | 71'152 CHF | 94.16% | 94.16% |
12.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'177 CHF | 71'927 CHF | 84.38% | 84.38% |
11.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'816 CHF | 78'566 CHF | 94.79% | 94.79% |
08.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'816 CHF | 74'566 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 74'175 | 72'251 | 72'487 CHF | 71'395 CHF | 93.52% | 93.52% |