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 | 1.22% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'021 CHF | 61'771 CHF | 100.00% | 100.00% |
19.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'539 CHF | 64'289 CHF | 99.67% | 99.67% |
18.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'686 CHF | 61'436 CHF | 99.90% | 99.90% |
15.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'554 CHF | 61'304 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'565 CHF | 64'315 CHF | 99.99% | 99.99% |
13.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'607 CHF | 66'357 CHF | 100.00% | 100.00% |
12.11.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'781 CHF | 60'531 CHF | 99.71% | 99.71% |
11.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'689 CHF | 60'439 CHF | 99.89% | 99.89% |
08.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'538 CHF | 62'288 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'373 CHF | 61'123 CHF | 99.90% | 99.90% |