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 | 1.11% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'330 CHF | 68'080 CHF | 99.97% | 99.97% |
19.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'425 CHF | 70'175 CHF | 99.81% | 99.81% |
18.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'099 CHF | 69'849 CHF | 99.91% | 99.91% |
15.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'301 CHF | 68'051 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'079 CHF | 65'829 CHF | 99.64% | 99.64% |
13.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'922 CHF | 64'672 CHF | 99.94% | 99.94% |
12.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'088 CHF | 63'838 CHF | 99.81% | 99.81% |
11.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'351 CHF | 61'101 CHF | 99.79% | 99.79% |
08.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'665 CHF | 61'415 CHF | 99.83% | 99.83% |
07.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'205 CHF | 58'955 CHF | 99.91% | 99.91% |