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 | 1.65% | 0.58 CHF | 0.59 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 66'224 CHF | 67'324 CHF | 100.00% | 100.00% |
19.11.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 71'490 CHF | 72'590 CHF | 100.00% | 100.00% |
18.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 73'670 CHF | 74'770 CHF | 100.00% | 100.00% |
15.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 75'428 CHF | 76'528 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'374 CHF | 75'474 CHF | 99.36% | 99.36% |
13.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'240 CHF | 75'340 CHF | 100.00% | 100.00% |
12.11.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 75'667 CHF | 76'773 CHF | 100.00% | 100.00% |
11.11.2024 | 2.80% | 0.69 CHF | 0.71 CHF | 110'000 | 110'000 | 109'980 | 109'980 | 77'058 CHF | 79'245 CHF | 99.93% | 99.93% |
08.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 74'263 CHF | 75'376 CHF | 100.00% | 100.00% |
07.11.2024 | 2.70% | 0.69 CHF | 0.71 CHF | 110'000 | 110'000 | 109'976 | 109'976 | 76'591 CHF | 78'687 CHF | 100.00% | 100.00% |