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 | 1.97% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 37'689 CHF | 38'439 CHF | 100.00% | 100.00% |
19.11.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 43'600 CHF | 44'347 CHF | 100.00% | 100.00% |
18.11.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 41'117 CHF | 41'867 CHF | 100.00% | 100.00% |
15.11.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'385 CHF | 41'135 CHF | 100.00% | 100.00% |
14.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'361 CHF | 44'111 CHF | 99.52% | 99.52% |
13.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 74'146 | 74'146 | 49'839 CHF | 50'582 CHF | 99.32% | 99.32% |
12.11.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'979 CHF | 46'729 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 44'158 CHF | 44'908 CHF | 100.00% | 100.00% |
08.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'427 CHF | 47'177 CHF | 100.00% | 100.00% |
07.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 75'000 | 75'000 | 72'406 | 72'406 | 42'459 CHF | 43'190 CHF | 99.12% | 99.12% |