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 | 1.45% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'196 | 75'196 | 51'636 CHF | 52'387 CHF | 100.00% | 100.00% |
19.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 96'619 | 96'619 | 60'073 CHF | 61'039 CHF | 99.88% | 99.88% |
18.11.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 91'657 | 91'657 | 60'256 CHF | 61'172 CHF | 99.90% | 99.90% |
15.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 98'972 | 98'972 | 63'980 CHF | 64'970 CHF | 100.00% | 100.00% |
14.11.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'743 | 99'743 | 61'805 CHF | 62'802 CHF | 100.00% | 100.00% |
13.11.2024 | 1.59% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 97'827 | 97'827 | 61'270 CHF | 62'248 CHF | 100.00% | 100.00% |
12.11.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'038 CHF | 53'788 CHF | 99.70% | 99.70% |
11.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'696 CHF | 56'446 CHF | 99.91% | 99.91% |
08.11.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'124 CHF | 55'874 CHF | 100.00% | 100.00% |
07.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'654 CHF | 59'404 CHF | 99.89% | 99.89% |