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 | 1.08% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'010 CHF | 69'760 CHF | 99.39% | 99.39% |
19.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'961 CHF | 72'711 CHF | 99.30% | 99.30% |
18.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'750 CHF | 68'500 CHF | 99.30% | 99.30% |
15.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'284 CHF | 67'034 CHF | 99.39% | 99.39% |
14.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'640 CHF | 67'390 CHF | 99.37% | 99.37% |
13.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'518 CHF | 67'268 CHF | 99.38% | 99.38% |
12.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'122 CHF | 62'872 CHF | 99.08% | 99.08% |
11.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'682 CHF | 62'432 CHF | 99.27% | 99.27% |
08.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'165 | 75'165 | 58'676 CHF | 59'427 CHF | 99.39% | 99.39% |
07.11.2024 | 1.66% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'691 | 98'691 | 58'971 CHF | 59'958 CHF | 99.26% | 99.26% |