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 | 1.30% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'277 | 75'000 | 57'522 CHF | 58'076 CHF | 100.00% | 100.00% |
19.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'969 | 75'000 | 56'065 CHF | 56'131 CHF | 100.00% | 100.00% |
18.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'773 CHF | 58'523 CHF | 100.00% | 100.00% |
15.11.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'593 CHF | 62'343 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'635 CHF | 60'385 CHF | 99.22% | 99.22% |
13.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'151 | 74'449 | 55'750 CHF | 55'986 CHF | 99.36% | 99.36% |
12.11.2024 | 1.20% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'364 CHF | 63'114 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 73'096 | 73'096 | 60'549 CHF | 61'295 CHF | 100.00% | 100.00% |
08.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'658 CHF | 58'408 CHF | 100.00% | 100.00% |
07.11.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 74'740 | 73'698 | 59'367 CHF | 59'347 CHF | 98.73% | 98.73% |