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 | 1.10% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 63'438 CHF | 64'138 CHF | 99.44% | 99.44% |
19.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 70'657 | 70'657 | 65'333 CHF | 66'040 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 62'838 CHF | 63'538 CHF | 99.88% | 99.88% |
15.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 64'043 CHF | 64'743 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 70'000 | 70'000 | 73'270 | 73'270 | 70'557 CHF | 71'289 CHF | 98.60% | 98.60% |
13.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 70'195 CHF | 70'923 CHF | 100.00% | 100.00% |
12.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 63'688 CHF | 64'388 CHF | 99.88% | 99.88% |
11.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 62'024 CHF | 62'724 CHF | 100.00% | 100.00% |
08.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 64'122 CHF | 64'822 CHF | 99.05% | 99.05% |
07.11.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 61'727 CHF | 62'427 CHF | 100.00% | 100.00% |