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 | 1.11% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 201'875 CHF | 68'042 CHF | 98.61% | 98.61% |
19.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 184'675 CHF | 62'308 CHF | 96.50% | 96.50% |
18.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 204'088 CHF | 68'779 CHF | 97.57% | 97.57% |
15.11.2024 | 0.91% | 0.92 CHF | 0.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 245'938 CHF | 82'729 CHF | 91.81% | 91.81% |
14.11.2024 | - | 1.19 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.26% |
13.11.2024 | 0.92% | 1.19 CHF | 1.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 242'833 CHF | 81'695 CHF | 81.15% | 99.09% |
12.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 226'911 CHF | 76'387 CHF | 99.35% | 99.35% |
11.11.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 236'036 CHF | 79'429 CHF | 65.97% | 99.32% |
08.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 244'835 CHF | 82'362 CHF | 99.32% | 99.32% |
07.11.2024 | 0.97% | 1.13 CHF | 1.14 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 232'382 CHF | 78'211 CHF | 98.55% | 98.55% |