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 | 1.12% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'608 CHF | 67'358 CHF | 100.00% | 100.00% |
19.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 71'949 CHF | 72'694 CHF | 100.00% | 100.00% |
18.11.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'112 CHF | 70'862 CHF | 100.00% | 100.00% |
15.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'433 CHF | 70'183 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'336 CHF | 73'086 CHF | 99.52% | 99.52% |
13.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 74'443 | 74'146 | 78'835 CHF | 79'262 CHF | 99.32% | 99.32% |
12.11.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'128 CHF | 75'878 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'163 CHF | 73'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'469 CHF | 76'219 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 73'753 | 72'406 | 71'696 CHF | 71'068 CHF | 99.12% | 99.12% |