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 | 1.82% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'213 CHF | 38'913 CHF | 99.48% | 99.48% |
19.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 70'657 | 70'657 | 39'893 CHF | 40'599 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 37'672 CHF | 38'372 CHF | 99.89% | 99.89% |
15.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'838 CHF | 39'538 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 73'270 | 73'270 | 44'186 CHF | 44'919 CHF | 98.63% | 98.63% |
13.11.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 43'974 CHF | 44'702 CHF | 100.00% | 100.00% |
12.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'513 CHF | 39'213 CHF | 99.88% | 99.88% |
11.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'824 CHF | 37'524 CHF | 100.00% | 100.00% |
08.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'869 CHF | 39'569 CHF | 99.04% | 99.04% |
07.11.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'246 CHF | 36'946 CHF | 100.00% | 100.00% |