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 | 1.45% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 48'014 CHF | 48'714 CHF | 99.48% | 99.48% |
19.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 49'781 CHF | 50'488 CHF | 100.00% | 100.00% |
18.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 47'376 CHF | 48'076 CHF | 99.89% | 99.89% |
15.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 48'555 CHF | 49'255 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 73'270 | 73'270 | 54'354 CHF | 55'086 CHF | 98.58% | 98.58% |
13.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 54'050 CHF | 54'778 CHF | 100.00% | 100.00% |
12.11.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 48'339 CHF | 49'039 CHF | 99.88% | 99.88% |
11.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 46'676 CHF | 47'376 CHF | 100.00% | 100.00% |
08.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 48'733 CHF | 49'433 CHF | 99.04% | 99.04% |
07.11.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 46'166 CHF | 46'866 CHF | 100.00% | 100.00% |