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 | 1.25% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'858 CHF | 60'608 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 65'338 CHF | 66'084 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'362 CHF | 64'112 CHF | 100.00% | 100.00% |
15.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'683 CHF | 63'433 CHF | 100.00% | 100.00% |
14.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'586 CHF | 66'336 CHF | 99.52% | 99.52% |
13.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 74'666 | 74'146 | 72'351 CHF | 72'589 CHF | 99.32% | 99.32% |
12.11.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'378 CHF | 69'128 CHF | 100.00% | 100.00% |
11.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'413 CHF | 67'163 CHF | 100.00% | 100.00% |
08.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'719 CHF | 69'469 CHF | 100.00% | 100.00% |
07.11.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 74'222 | 72'406 | 65'644 CHF | 64'702 CHF | 99.12% | 99.12% |