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 | 1.35% | 0.71 CHF | 0.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 165'011 CHF | 55'754 CHF | 99.36% | 99.36% |
19.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 163'119 CHF | 55'123 CHF | 99.37% | 99.37% |
18.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 170'593 CHF | 57'614 CHF | 99.22% | 99.22% |
15.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 182'180 CHF | 61'477 CHF | 98.94% | 98.94% |
14.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 174'442 CHF | 58'897 CHF | 99.38% | 99.38% |
13.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 176'479 CHF | 59'576 CHF | 99.36% | 99.36% |
12.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 178'143 CHF | 60'131 CHF | 99.37% | 99.37% |
11.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 185'033 CHF | 62'428 CHF | 99.38% | 99.38% |
08.11.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 180'975 CHF | 61'075 CHF | 99.37% | 99.37% |
07.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 182'313 CHF | 61'521 CHF | 99.28% | 99.28% |