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 | 1.89% | 0.51 CHF | 0.52 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'746 CHF | 37'446 CHF | 99.43% | 99.43% |
19.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 35'676 CHF | 36'382 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 37'709 CHF | 38'409 CHF | 99.88% | 99.88% |
15.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'729 CHF | 37'429 CHF | 100.00% | 100.00% |
14.11.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 70'000 | 70'000 | 73'269 | 73'269 | 34'850 CHF | 35'583 CHF | 98.58% | 98.58% |
13.11.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 34'595 CHF | 35'324 CHF | 100.00% | 100.00% |
12.11.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 37'038 CHF | 37'738 CHF | 99.89% | 99.89% |
11.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'896 CHF | 39'596 CHF | 100.00% | 100.00% |
08.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 37'109 CHF | 37'809 CHF | 99.05% | 99.05% |
07.11.2024 | 1.73% | 0.54 CHF | 0.55 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'021 CHF | 40'721 CHF | 100.00% | 100.00% |