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 | 1.50% | 0.77 CHF | 0.78 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 179'009 CHF | 40'380 CHF | 98.68% | 98.68% |
19.11.2024 | 1.43% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 187'883 CHF | 63'528 CHF | 99.38% | 99.38% |
18.11.2024 | 1.35% | 0.91 CHF | 0.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 199'318 CHF | 67'339 CHF | 99.26% | 99.26% |
15.11.2024 | 1.41% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 189'843 CHF | 64'181 CHF | 99.38% | 99.38% |
14.11.2024 | 1.39% | 0.87 CHF | 0.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 192'439 CHF | 65'046 CHF | 99.37% | 99.37% |
13.11.2024 | 1.47% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 182'210 CHF | 61'637 CHF | 99.37% | 99.37% |
12.11.2024 | 1.40% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 191'288 CHF | 64'663 CHF | 99.38% | 99.38% |
11.11.2024 | 1.39% | 0.91 CHF | 0.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 192'764 CHF | 65'155 CHF | 99.38% | 99.38% |
08.11.2024 | 1.50% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 179'249 CHF | 60'650 CHF | 99.37% | 99.37% |
07.11.2024 | 1.37% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 195'979 CHF | 66'226 CHF | 98.37% | 98.37% |