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 | 1.21% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'401 CHF | 62'151 CHF | 99.44% | 99.44% |
19.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'005 CHF | 61'755 CHF | 99.30% | 99.30% |
18.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'801 CHF | 60'551 CHF | 99.11% | 99.11% |
15.11.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'220 CHF | 58'970 CHF | 99.42% | 99.42% |
14.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'411 CHF | 61'161 CHF | 99.49% | 99.49% |
13.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 67'036 | 67'036 | 53'032 CHF | 53'703 CHF | 99.35% | 99.35% |
12.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 30'297 CHF | 30'677 CHF | 98.50% | 98.50% |
11.11.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 29'864 CHF | 30'244 CHF | 98.13% | 98.13% |
08.11.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'046 CHF | 28'426 CHF | 99.42% | 99.42% |
07.11.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'572 CHF | 28'952 CHF | 99.00% | 99.00% |