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 | 2.01% | 0.71 CHF | 0.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 166'843 CHF | 56'739 CHF | 99.37% | 99.37% |
19.11.2024 | 1.98% | 0.76 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'591 CHF | 57'322 CHF | 99.37% | 99.37% |
18.11.2024 | 1.89% | 0.79 CHF | 0.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 177'528 CHF | 60'301 CHF | 99.22% | 99.22% |
15.11.2024 | 1.76% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 190'046 CHF | 64'474 CHF | 99.37% | 99.37% |
14.11.2024 | 1.72% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 194'160 CHF | 65'845 CHF | 99.36% | 99.36% |
13.11.2024 | 1.74% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 192'163 CHF | 65'179 CHF | 99.37% | 99.37% |
12.11.2024 | 1.68% | 0.86 CHF | 0.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 199'434 CHF | 67'603 CHF | 99.37% | 99.37% |
11.11.2024 | 1.59% | 0.93 CHF | 0.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 210'543 CHF | 71'306 CHF | 99.38% | 99.38% |
08.11.2024 | 1.62% | 0.92 CHF | 0.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 207'138 CHF | 70'171 CHF | 99.38% | 99.38% |
07.11.2024 | 1.59% | 0.94 CHF | 0.96 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 211'145 CHF | 71'507 CHF | 99.28% | 99.28% |