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 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'933 CHF | 66'683 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'740 CHF | 60'490 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'124 CHF | 67'874 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'295 CHF | 72'045 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'374 CHF | 70'124 CHF | 99.27% | 99.27% |
13.11.2024 | 1.24% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 74'887 | 74'132 | 61'084 CHF | 61'236 CHF | 99.40% | 99.40% |
12.11.2024 | 0.99% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'629 CHF | 76'379 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'475 CHF | 79'225 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'281 CHF | 73'031 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 74'222 | 72'407 | 74'453 CHF | 73'456 CHF | 99.23% | 99.23% |