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 | 1.14% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'302 CHF | 66'052 CHF | 99.43% | 99.43% |
19.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'683 CHF | 71'433 CHF | 98.64% | 98.64% |
18.11.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'495 CHF | 67'245 CHF | 99.35% | 99.35% |
15.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'718 CHF | 68'468 CHF | 99.44% | 99.44% |
14.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'248 CHF | 69'998 CHF | 99.42% | 99.42% |
13.11.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 67'102 | 67'102 | 55'438 CHF | 56'109 CHF | 99.14% | 99.14% |
12.11.2024 | 1.07% | 0.86 CHF | 0.87 CHF | 38'000 | 38'000 | 37'740 | 37'740 | 35'136 CHF | 35'513 CHF | 98.29% | 98.29% |
11.11.2024 | 1.18% | 0.97 CHF | 0.98 CHF | 25'000 | 25'000 | 36'767 | 36'767 | 30'986 CHF | 31'354 CHF | 98.36% | 98.36% |
08.11.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'357 CHF | 28'737 CHF | 99.44% | 99.44% |
07.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 28'831 CHF | 29'211 CHF | 99.25% | 99.25% |