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 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 56'608 CHF | 57'308 CHF | 99.44% | 99.44% |
19.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 70'000 | 70'000 | 70'657 | 70'657 | 58'427 CHF | 59'134 CHF | 100.00% | 100.00% |
18.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 56'030 CHF | 56'730 CHF | 99.88% | 99.88% |
15.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 57'196 CHF | 57'896 CHF | 100.00% | 100.00% |
14.11.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 70'000 | 70'000 | 73'268 | 73'268 | 63'396 CHF | 64'129 CHF | 98.60% | 98.60% |
13.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 63'132 CHF | 63'860 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 56'851 CHF | 57'551 CHF | 99.90% | 99.90% |
11.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 55'334 CHF | 56'034 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 57'356 CHF | 58'056 CHF | 99.05% | 99.05% |
07.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 54'843 CHF | 55'543 CHF | 100.00% | 100.00% |