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 | 1.07% | 0.92 CHF | 0.93 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 208'556 CHF | 23'423 CHF | 99.37% | 99.37% |
19.11.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 224'646 CHF | 25'211 CHF | 99.37% | 99.37% |
18.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 242'987 CHF | 27'249 CHF | 99.22% | 99.22% |
15.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 246'570 CHF | 27'647 CHF | 99.38% | 99.38% |
14.11.2024 | 0.74% | 1.26 CHF | 1.27 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 301'710 CHF | 33'773 CHF | 99.37% | 99.37% |
13.11.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 316'855 CHF | 35'456 CHF | 98.32% | 98.32% |
12.11.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 360'015 CHF | 40'252 CHF | 99.37% | 99.37% |
11.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 361'706 CHF | 40'440 CHF | 99.37% | 99.37% |
08.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 340'902 CHF | 38'128 CHF | 99.37% | 99.37% |
07.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 340'934 CHF | 38'132 CHF | 99.29% | 99.29% |