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 | 1.41% | 0.69 CHF | 0.70 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'170 CHF | 49'870 CHF | 99.44% | 99.44% |
19.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 48'237 CHF | 48'944 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 50'144 CHF | 50'844 CHF | 99.88% | 99.88% |
15.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'202 CHF | 49'902 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 70'000 | 70'000 | 73'269 | 73'269 | 47'918 CHF | 48'651 CHF | 98.55% | 98.55% |
13.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 47'544 CHF | 48'272 CHF | 100.00% | 100.00% |
12.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'497 CHF | 50'197 CHF | 99.88% | 99.88% |
11.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 51'339 CHF | 52'039 CHF | 100.00% | 100.00% |
08.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'590 CHF | 50'290 CHF | 99.05% | 99.05% |
07.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'561 CHF | 53'261 CHF | 100.00% | 100.00% |