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% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'043 CHF | 55'793 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'116 CHF | 57'866 CHF | 99.91% | 99.91% |
18.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'656 CHF | 53'406 CHF | 99.91% | 99.91% |
15.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 88'218 | 88'217 | 58'604 CHF | 59'486 CHF | 100.00% | 100.00% |
14.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 80'639 | 80'639 | 54'715 CHF | 55'522 CHF | 100.00% | 100.00% |
13.11.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'352 CHF | 58'102 CHF | 100.00% | 100.00% |
12.11.2024 | 1.38% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'465 | 75'465 | 54'473 CHF | 55'228 CHF | 99.67% | 99.67% |
11.11.2024 | 1.66% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'746 CHF | 60'746 CHF | 99.88% | 99.88% |
08.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'517 | 100'517 | 59'405 CHF | 60'410 CHF | 100.00% | 100.00% |
07.11.2024 | 1.99% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 112'970 | 112'970 | 56'047 CHF | 57'176 CHF | 99.90% | 99.90% |