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 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'352 CHF | 61'102 CHF | 100.00% | 100.00% |
19.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'177 CHF | 63'927 CHF | 100.00% | 100.00% |
18.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'718 CHF | 63'468 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'538 CHF | 61'288 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'597 CHF | 58'347 CHF | 99.27% | 99.27% |
13.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 74'980 | 74'437 | 56'013 CHF | 56'354 CHF | 99.40% | 99.40% |
12.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'824 | 75'000 | 55'479 CHF | 55'651 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'737 CHF | 52'066 CHF | 100.00% | 100.00% |
08.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'223 CHF | 52'521 CHF | 100.00% | 100.00% |
07.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'652 | 73'704 | 52'165 CHF | 48'401 CHF | 99.23% | 99.23% |