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 | 1.09% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'464 CHF | 69'214 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 60'340 CHF | 61'086 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'163 CHF | 65'913 CHF | 100.00% | 100.00% |
15.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'899 CHF | 66'649 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'958 CHF | 63'708 CHF | 99.52% | 99.52% |
13.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 74'889 | 74'146 | 55'731 CHF | 55'921 CHF | 99.32% | 99.32% |
12.11.2024 | 1.24% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'349 CHF | 61'099 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'342 CHF | 63'092 CHF | 100.00% | 100.00% |
08.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'204 CHF | 60'954 CHF | 100.00% | 100.00% |
07.11.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 74'741 | 72'406 | 62'309 CHF | 61'208 CHF | 99.12% | 99.12% |