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 | 1.50% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 49'934 CHF | 50'684 CHF | 100.00% | 100.00% |
19.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'309 CHF | 48'059 CHF | 99.92% | 99.92% |
18.11.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'811 CHF | 53'561 CHF | 99.92% | 99.92% |
15.11.2024 | 1.25% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'012 CHF | 60'762 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'769 CHF | 66'519 CHF | 100.00% | 100.00% |
13.11.2024 | 1.23% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'658 CHF | 61'408 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'659 CHF | 73'409 CHF | 99.71% | 99.71% |
11.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'776 CHF | 75'526 CHF | 99.84% | 99.84% |
08.11.2024 | 0.96% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'336 CHF | 79'086 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'666 CHF | 74'416 CHF | 85.27% | 85.27% |