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 | 1.28% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'564 CHF | 78'564 CHF | 100.00% | 100.00% |
19.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'420 CHF | 59'170 CHF | 100.00% | 100.00% |
18.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'868 CHF | 61'618 CHF | 100.00% | 100.00% |
15.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'855 CHF | 63'605 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'142 CHF | 63'892 CHF | 99.22% | 99.22% |
13.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 61'185 CHF | 61'938 CHF | 98.74% | 98.74% |
12.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'337 CHF | 64'087 CHF | 100.00% | 100.00% |
11.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'787 CHF | 67'537 CHF | 100.00% | 100.00% |
08.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'307 CHF | 67'057 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 69'219 CHF | 69'975 CHF | 98.73% | 98.73% |