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% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 61'079 CHF | 61'779 CHF | 99.47% | 99.47% |
19.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 70'658 | 70'658 | 62'960 CHF | 63'667 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 60'503 CHF | 61'203 CHF | 99.89% | 99.89% |
15.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 61'674 CHF | 62'374 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 70'000 | 70'000 | 73'268 | 73'268 | 68'054 CHF | 68'787 CHF | 98.61% | 98.61% |
13.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 67'714 CHF | 68'443 CHF | 100.00% | 100.00% |
12.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 61'265 CHF | 61'965 CHF | 99.88% | 99.88% |
11.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 59'645 CHF | 60'345 CHF | 100.00% | 100.00% |
08.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 61'870 CHF | 62'570 CHF | 99.04% | 99.04% |
07.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 59'349 CHF | 60'049 CHF | 100.00% | 100.00% |