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 | 64'330 CHF | 65'080 CHF | 99.36% | 99.36% |
20.11.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'569 CHF | 68'319 CHF | 99.37% | 99.37% |
19.11.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'386 CHF | 61'136 CHF | 99.24% | 99.24% |
18.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'794 CHF | 64'544 CHF | 99.26% | 99.26% |
15.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'256 CHF | 65'006 CHF | 99.37% | 99.37% |
14.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'868 CHF | 66'618 CHF | 99.35% | 99.35% |
13.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'936 CHF | 66'686 CHF | 99.38% | 99.38% |
12.11.2024 | 1.09% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'296 CHF | 69'046 CHF | 99.07% | 99.07% |
11.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 74'211 | 74'211 | 71'776 CHF | 72'518 CHF | 99.24% | 99.24% |
08.11.2024 | 1.34% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'872 CHF | 56'622 CHF | 99.38% | 99.38% |