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 | 1.35% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'327 CHF | 56'077 CHF | 99.49% | 99.49% |
19.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'980 CHF | 57'730 CHF | 99.11% | 99.11% |
18.11.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'768 CHF | 52'518 CHF | 98.47% | 98.47% |
15.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'664 CHF | 57'414 CHF | 99.41% | 99.41% |
14.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'719 CHF | 58'469 CHF | 98.80% | 98.80% |
13.11.2024 | 1.22% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 67'007 | 67'007 | 54'808 CHF | 55'478 CHF | 98.77% | 98.77% |
12.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 30'816 CHF | 31'196 CHF | 99.13% | 99.13% |
11.11.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 35'186 CHF | 35'566 CHF | 99.36% | 99.36% |
08.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 39'769 CHF | 40'149 CHF | 99.43% | 99.43% |
07.11.2024 | 1.09% | 1.00 CHF | 1.01 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 34'765 CHF | 35'145 CHF | 99.23% | 99.23% |