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 | 1.23% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'538 CHF | 61'288 CHF | 99.49% | 99.49% |
19.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'733 CHF | 61'483 CHF | 97.49% | 97.49% |
18.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'653 CHF | 62'403 CHF | 99.26% | 99.26% |
15.11.2024 | 1.11% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 74'937 | 74'937 | 67'377 CHF | 68'127 CHF | 98.58% | 98.58% |
14.11.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'483 CHF | 52'983 CHF | 99.20% | 99.20% |
13.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 44'403 | 44'403 | 47'137 CHF | 47'581 CHF | 97.93% | 97.93% |
12.11.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'562 CHF | 28'812 CHF | 99.03% | 99.03% |
11.11.2024 | 0.79% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'526 CHF | 31'776 CHF | 98.11% | 98.11% |
08.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'608 CHF | 31'858 CHF | 98.90% | 98.90% |
07.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'334 CHF | 31'584 CHF | 98.70% | 98.70% |