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 | 70'000 | 70'000 | 70'000 | 70'000 | 54'519 CHF | 55'219 CHF | 99.47% | 99.47% |
19.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 56'310 CHF | 57'016 CHF | 100.00% | 100.00% |
18.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'939 CHF | 54'639 CHF | 99.89% | 99.89% |
15.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 55'094 CHF | 55'794 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 73'270 | 73'270 | 61'187 CHF | 61'919 CHF | 98.63% | 98.63% |
13.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 60'931 CHF | 61'660 CHF | 100.00% | 100.00% |
12.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 54'753 CHF | 55'453 CHF | 99.88% | 99.88% |
11.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 53'242 CHF | 53'942 CHF | 100.00% | 100.00% |
08.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 55'249 CHF | 55'949 CHF | 99.04% | 99.04% |
07.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'740 CHF | 53'440 CHF | 100.00% | 100.00% |