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 | 1.46% | 0.66 CHF | 0.67 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 61'083 CHF | 61'983 CHF | 99.55% | 99.55% |
19.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 61'038 CHF | 61'938 CHF | 99.51% | 99.51% |
18.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 65'692 CHF | 66'592 CHF | 99.47% | 99.47% |
15.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 67'228 CHF | 68'128 CHF | 98.91% | 98.91% |
14.11.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'539 CHF | 70'539 CHF | 99.51% | 99.51% |
13.11.2024 | 1.45% | 0.64 CHF | 0.65 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 61'776 CHF | 62'676 CHF | 99.49% | 99.49% |
12.11.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 68'063 CHF | 68'963 CHF | 99.54% | 99.54% |
11.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 68'620 CHF | 69'520 CHF | 99.52% | 99.52% |
08.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 60'170 CHF | 60'970 CHF | 99.50% | 99.50% |
07.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 76'747 CHF | 77'647 CHF | 99.46% | 99.53% |