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 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'410 CHF | 56'160 CHF | 99.80% | 99.80% |
19.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 80'460 | 80'461 | 54'166 CHF | 54'971 CHF | 99.70% | 99.70% |
18.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'659 CHF | 52'409 CHF | 99.70% | 99.70% |
15.11.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'650 CHF | 53'400 CHF | 99.80% | 99.80% |
14.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'577 CHF | 55'327 CHF | 99.80% | 99.80% |
13.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'032 CHF | 54'782 CHF | 99.80% | 99.80% |
12.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'464 CHF | 53'214 CHF | 99.50% | 99.50% |
11.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'929 CHF | 52'679 CHF | 99.70% | 99.70% |
08.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'550 CHF | 52'300 CHF | 99.81% | 99.81% |
07.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'692 CHF | 55'442 CHF | 95.69% | 95.69% |