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 | 1.34% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'737 CHF | 56'487 CHF | 99.00% | 99.00% |
19.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'035 CHF | 56'785 CHF | 99.13% | 99.13% |
18.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'881 CHF | 57'631 CHF | 97.58% | 97.58% |
15.11.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'736 CHF | 63'486 CHF | 98.48% | 98.48% |
14.11.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 57'568 | 57'568 | 57'036 CHF | 57'612 CHF | 99.40% | 99.40% |
13.11.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 49'719 | 49'719 | 49'781 CHF | 50'278 CHF | 98.82% | 98.82% |
12.11.2024 | 0.91% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'303 CHF | 27'553 CHF | 93.73% | 93.73% |
11.11.2024 | 0.82% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'281 CHF | 30'531 CHF | 98.11% | 98.11% |
08.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'424 CHF | 30'674 CHF | 98.83% | 98.83% |
07.11.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'183 CHF | 30'433 CHF | 99.20% | 99.20% |