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 | 1.77% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 67'161 CHF | 68'361 CHF | 99.44% | 99.44% |
19.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 70'963 CHF | 72'163 CHF | 100.00% | 100.00% |
18.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 68'811 CHF | 70'011 CHF | 99.88% | 99.88% |
15.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 70'174 CHF | 71'374 CHF | 100.00% | 100.00% |
14.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 71'745 CHF | 72'945 CHF | 98.52% | 98.52% |
13.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 71'278 CHF | 72'478 CHF | 100.00% | 100.00% |
12.11.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 66'281 CHF | 67'481 CHF | 99.88% | 99.88% |
11.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 64'420 CHF | 65'620 CHF | 100.00% | 100.00% |
08.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 65'242 CHF | 66'442 CHF | 99.05% | 99.05% |
07.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 62'857 CHF | 64'057 CHF | 100.00% | 100.00% |