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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'254 CHF | 65'004 CHF | 99.36% | 99.36% |
20.11.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'619 CHF | 68'369 CHF | 99.37% | 99.37% |
19.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'439 CHF | 62'189 CHF | 99.23% | 99.23% |
18.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'175 CHF | 64'925 CHF | 99.26% | 99.26% |
15.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'603 CHF | 65'353 CHF | 99.38% | 99.38% |
14.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'839 CHF | 66'589 CHF | 99.35% | 99.35% |
13.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'917 CHF | 66'667 CHF | 99.38% | 99.38% |
12.11.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'850 CHF | 68'600 CHF | 99.07% | 99.07% |
11.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'655 CHF | 72'405 CHF | 99.25% | 99.25% |
08.11.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'272 CHF | 58'022 CHF | 99.38% | 99.38% |