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 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'290 CHF | 75'040 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'045 CHF | 68'795 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'495 CHF | 76'245 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'545 CHF | 80'295 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 77'624 CHF | 78'374 CHF | 99.27% | 99.27% |
13.11.2024 | 1.10% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 74'662 | 74'132 | 69'119 CHF | 69'391 CHF | 99.40% | 99.40% |
12.11.2024 | 0.89% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'879 CHF | 84'629 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 86'725 CHF | 87'475 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'531 CHF | 81'281 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 73'704 | 72'407 | 82'066 CHF | 81'421 CHF | 99.23% | 99.23% |