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 | 1.46% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'549 CHF | 75'642 CHF | 99.00% | 99.00% |
19.11.2024 | 1.68% | 0.99 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'165 CHF | 74'403 CHF | 100.00% | 100.00% |
18.11.2024 | 1.85% | 0.92 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'282 CHF | 71'597 CHF | 100.00% | 100.00% |
15.11.2024 | 2.10% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 54'325 | 54'325 | 49'346 CHF | 50'270 CHF | 100.00% | 100.00% |
14.11.2024 | 2.47% | 0.93 CHF | 0.95 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 35'586 CHF | 36'476 CHF | 99.22% | 99.22% |
13.11.2024 | 2.61% | 0.95 CHF | 0.97 CHF | 37'500 | 37'500 | 37'079 | 37'079 | 34'913 CHF | 35'831 CHF | 99.36% | 99.36% |
12.11.2024 | 2.98% | 0.97 CHF | 1.00 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 34'828 CHF | 35'880 CHF | 100.00% | 100.00% |
11.11.2024 | 3.17% | 0.84 CHF | 0.86 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 31'924 CHF | 32'953 CHF | 100.00% | 100.00% |
08.11.2024 | 1.76% | 0.88 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'602 CHF | 66'768 CHF | 100.00% | 100.00% |
07.11.2024 | 2.14% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 74'740 | 72'396 | 59'213 CHF | 58'567 CHF | 98.73% | 98.73% |