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 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'843 CHF | 50'543 CHF | 99.44% | 99.44% |
19.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'657 | 70'657 | 51'615 CHF | 52'321 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 49'249 CHF | 49'949 CHF | 99.88% | 99.88% |
15.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 50'358 CHF | 51'058 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 73'267 | 73'267 | 56'251 CHF | 56'984 CHF | 98.60% | 98.60% |
13.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 56'004 CHF | 56'732 CHF | 100.00% | 100.00% |
12.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 50'160 CHF | 50'860 CHF | 99.90% | 99.90% |
11.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 48'483 CHF | 49'183 CHF | 100.00% | 100.00% |
08.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 50'534 CHF | 51'234 CHF | 99.05% | 99.05% |
07.11.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 47'976 CHF | 48'676 CHF | 100.00% | 100.00% |