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% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 68'960 CHF | 70'160 CHF | 99.47% | 99.47% |
19.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 72'831 CHF | 74'031 CHF | 100.00% | 100.00% |
18.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 70'750 CHF | 71'950 CHF | 99.89% | 99.89% |
15.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 71'996 CHF | 73'196 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 73'589 CHF | 74'789 CHF | 98.65% | 98.65% |
13.11.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 73'087 CHF | 74'287 CHF | 100.00% | 100.00% |
12.11.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 68'194 CHF | 69'394 CHF | 99.88% | 99.88% |
11.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 66'242 CHF | 67'442 CHF | 100.00% | 100.00% |
08.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 67'115 CHF | 68'315 CHF | 99.04% | 99.04% |
07.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 64'802 CHF | 66'002 CHF | 99.04% | 99.04% |