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 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'039 CHF | 58'789 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 63'487 CHF | 64'233 CHF | 100.00% | 100.00% |
18.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'528 CHF | 62'278 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'794 CHF | 61'544 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'754 CHF | 64'504 CHF | 99.52% | 99.52% |
13.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 74'666 | 74'146 | 70'568 CHF | 70'827 CHF | 99.32% | 99.32% |
12.11.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'423 CHF | 67'173 CHF | 100.00% | 100.00% |
11.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'519 CHF | 65'269 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'809 CHF | 67'559 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 74'222 | 72'406 | 63'689 CHF | 62'788 CHF | 99.12% | 99.12% |