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 | 1.19% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'811 CHF | 63'561 CHF | 100.00% | 100.00% |
19.11.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 54'922 CHF | 55'671 CHF | 100.00% | 100.00% |
18.11.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'572 CHF | 60'322 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'317 CHF | 61'067 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'118 | 75'000 | 57'436 CHF | 58'103 CHF | 99.52% | 99.52% |
13.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 74'146 | 53'679 CHF | 50'499 CHF | 99.32% | 99.32% |
12.11.2024 | 1.36% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 75'651 | 75'000 | 55'123 CHF | 55'418 CHF | 100.00% | 100.00% |
11.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'618 CHF | 57'368 CHF | 100.00% | 100.00% |
08.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'210 | 75'000 | 54'732 CHF | 55'332 CHF | 100.00% | 100.00% |
07.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 74'981 | 72'406 | 56'913 CHF | 55'802 CHF | 99.12% | 99.12% |