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 | 1.08% | 0.95 CHF | 0.96 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 83'309 CHF | 84'209 CHF | 100.00% | 100.00% |
20.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 84'066 CHF | 84'966 CHF | 100.00% | 100.00% |
19.11.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 80'572 CHF | 81'472 CHF | 100.00% | 100.00% |
18.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 86'483 CHF | 87'383 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 85'770 CHF | 86'670 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 90'000 | 90'000 | 90'924 | 90'924 | 76'231 CHF | 77'140 CHF | 99.33% | 99.33% |
13.11.2024 | 1.38% | 0.69 CHF | 0.70 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 68'675 CHF | 69'625 CHF | 100.00% | 100.00% |
12.11.2024 | 1.23% | 0.70 CHF | 0.71 CHF | 95'000 | 95'000 | 90'969 | 90'969 | 73'815 CHF | 74'724 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 83'765 CHF | 84'665 CHF | 99.93% | 99.93% |
08.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 90'000 | 90'000 | 89'994 | 89'994 | 84'500 CHF | 85'400 CHF | 100.00% | 100.00% |