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 | 1.43% | 0.70 CHF | 0.71 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 83'226 CHF | 84'426 CHF | 99.48% | 99.48% |
19.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 79'097 CHF | 80'297 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 81'843 CHF | 83'043 CHF | 99.89% | 99.89% |
15.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 80'985 CHF | 82'185 CHF | 100.00% | 100.00% |
14.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 79'115 CHF | 80'315 CHF | 98.66% | 98.66% |
13.11.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 79'922 CHF | 81'122 CHF | 100.00% | 100.00% |
12.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 84'979 CHF | 86'179 CHF | 99.88% | 99.88% |
11.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 87'088 CHF | 88'288 CHF | 100.00% | 100.00% |
08.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 86'767 CHF | 87'967 CHF | 99.04% | 99.04% |
07.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 89'698 CHF | 90'898 CHF | 99.04% | 99.04% |