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 | 1.29% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'964 CHF | 58'714 CHF | 100.00% | 100.00% |
19.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 77'795 | 73'453 | 53'106 CHF | 50'909 CHF | 100.00% | 100.00% |
18.11.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 76'904 | 75'000 | 56'039 CHF | 55'472 CHF | 100.00% | 100.00% |
15.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 76'076 | 75'000 | 56'202 CHF | 56'206 CHF | 100.00% | 100.00% |
14.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'166 | 75'000 | 55'355 CHF | 53'208 CHF | 99.52% | 99.52% |
13.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 74'146 | 54'433 CHF | 45'588 CHF | 99.32% | 99.32% |
12.11.2024 | 1.49% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 80'053 | 75'000 | 53'205 CHF | 50'599 CHF | 100.00% | 100.00% |
11.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'299 CHF | 52'592 CHF | 100.00% | 100.00% |
08.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'018 CHF | 50'454 CHF | 100.00% | 100.00% |
07.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'642 | 72'406 | 55'239 CHF | 51'072 CHF | 99.12% | 99.12% |