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 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'717 CHF | 69'467 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'560 CHF | 72'310 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'068 CHF | 71'818 CHF | 100.00% | 100.00% |
15.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'872 CHF | 69'622 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'956 CHF | 66'706 CHF | 99.27% | 99.27% |
13.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 74'662 | 74'437 | 64'092 CHF | 64'649 CHF | 99.40% | 99.40% |
12.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'259 CHF | 64'009 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'786 CHF | 60'536 CHF | 100.00% | 100.00% |
08.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'308 CHF | 61'058 CHF | 100.00% | 100.00% |
07.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 74'741 | 73'704 | 56'791 CHF | 56'727 CHF | 99.23% | 99.23% |