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 | 1.61% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 43'020 CHF | 43'720 CHF | 99.49% | 99.49% |
19.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 42'105 CHF | 42'811 CHF | 100.00% | 100.00% |
18.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 44'002 CHF | 44'702 CHF | 99.90% | 99.90% |
15.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 43'151 CHF | 43'851 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 70'000 | 70'000 | 73'269 | 73'269 | 41'425 CHF | 42'157 CHF | 98.55% | 98.55% |
13.11.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 41'130 CHF | 41'858 CHF | 100.00% | 100.00% |
12.11.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 43'330 CHF | 44'030 CHF | 99.88% | 99.88% |
11.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 45'315 CHF | 46'015 CHF | 100.00% | 100.00% |
08.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 43'416 CHF | 44'116 CHF | 99.04% | 99.04% |
07.11.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 46'509 CHF | 47'209 CHF | 100.00% | 100.00% |