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 | 1.75% | 0.54 CHF | 0.55 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 127'240 CHF | 129'490 CHF | 97.86% | 97.86% |
19.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 120'474 CHF | 122'724 CHF | 98.81% | 98.81% |
18.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 130'158 CHF | 132'408 CHF | 98.77% | 98.77% |
15.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 136'133 CHF | 138'383 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 143'378 CHF | 145'628 CHF | 98.26% | 98.26% |
13.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 137'538 CHF | 139'788 CHF | 99.60% | 99.60% |
12.11.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 225'000 | 225'000 | 228'461 | 228'461 | 152'578 CHF | 154'862 CHF | 100.00% | 100.00% |
11.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 275'096 CHF | 278'846 CHF | 100.00% | 100.00% |
08.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 257'114 CHF | 260'864 CHF | 84.82% | 84.82% |
07.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 281'215 CHF | 284'965 CHF | 100.00% | 100.00% |