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 | 1.73% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'040 CHF | 40'740 CHF | 99.43% | 99.43% |
19.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 41'727 CHF | 42'434 CHF | 100.00% | 100.00% |
18.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 39'422 CHF | 40'122 CHF | 99.88% | 99.88% |
15.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'659 CHF | 41'359 CHF | 100.00% | 100.00% |
14.11.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 73'265 | 73'265 | 46'114 CHF | 46'846 CHF | 98.51% | 98.51% |
13.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 45'887 CHF | 46'615 CHF | 100.00% | 100.00% |
12.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'306 CHF | 41'006 CHF | 99.90% | 99.90% |
11.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'637 CHF | 39'337 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'664 CHF | 41'364 CHF | 99.05% | 99.05% |
07.11.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'076 CHF | 38'776 CHF | 100.00% | 100.00% |