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 | 1.34% | 0.72 CHF | 0.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 166'635 CHF | 56'295 CHF | 99.38% | 99.38% |
19.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 160'446 CHF | 54'232 CHF | 99.38% | 99.38% |
18.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 165'839 CHF | 56'030 CHF | 99.37% | 99.37% |
15.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 170'206 CHF | 57'486 CHF | 99.35% | 99.35% |
14.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 172'488 CHF | 58'246 CHF | 99.38% | 99.38% |
13.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'345 CHF | 56'865 CHF | 99.37% | 99.37% |
12.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 178'367 CHF | 60'206 CHF | 99.15% | 99.15% |
11.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 183'954 CHF | 62'068 CHF | 99.38% | 99.38% |
08.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 171'945 CHF | 58'065 CHF | 99.38% | 99.38% |
07.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 174'007 CHF | 58'752 CHF | 98.58% | 98.58% |