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 | 1.35% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 88'041 CHF | 89'241 CHF | 99.43% | 99.43% |
19.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 83'909 CHF | 85'109 CHF | 100.00% | 100.00% |
18.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 86'565 CHF | 87'765 CHF | 99.88% | 99.88% |
15.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 85'830 CHF | 87'030 CHF | 100.00% | 100.00% |
14.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 83'945 CHF | 85'145 CHF | 98.58% | 98.58% |
13.11.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 84'652 CHF | 85'852 CHF | 100.00% | 100.00% |
12.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 89'818 CHF | 91'018 CHF | 99.89% | 99.89% |
11.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 91'935 CHF | 93'135 CHF | 100.00% | 100.00% |
08.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 91'485 CHF | 92'685 CHF | 99.05% | 99.05% |
07.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 94'574 CHF | 95'774 CHF | 100.00% | 100.00% |