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 | 1.31% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'726 CHF | 57'476 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'632 CHF | 59'382 CHF | 99.89% | 99.89% |
18.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'547 CHF | 55'297 CHF | 99.92% | 99.92% |
15.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'217 CHF | 52'967 CHF | 100.00% | 100.00% |
14.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'371 CHF | 54'121 CHF | 100.00% | 100.00% |
13.11.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'931 CHF | 59'681 CHF | 100.00% | 100.00% |
12.11.2024 | 1.33% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'970 CHF | 56'720 CHF | 99.70% | 99.70% |
11.11.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 97'660 | 97'660 | 62'363 CHF | 63'340 CHF | 99.85% | 99.85% |
08.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 98'960 | 98'960 | 62'869 CHF | 63'859 CHF | 100.00% | 100.00% |
07.11.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'830 CHF | 56'830 CHF | 99.89% | 99.89% |