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 | 1.03% | 0.91 CHF | 0.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 217'117 CHF | 73'122 CHF | 99.38% | 99.38% |
19.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 198'906 CHF | 67'052 CHF | 99.38% | 99.38% |
18.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 207'296 CHF | 69'849 CHF | 99.37% | 99.37% |
15.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 215'820 CHF | 72'690 CHF | 99.34% | 99.34% |
14.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 209'858 CHF | 70'703 CHF | 99.38% | 99.38% |
13.11.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 208'175 CHF | 70'142 CHF | 99.37% | 99.37% |
12.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 215'749 CHF | 72'666 CHF | 99.15% | 99.15% |
11.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 225'000 | 75'000 | 224'978 | 74'980 | 234'160 CHF | 78'790 CHF | 99.13% | 99.13% |
08.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 220'995 CHF | 74'415 CHF | 99.38% | 99.38% |
07.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 215'405 CHF | 72'552 CHF | 98.56% | 98.56% |