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 | 1.79% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 125'063 CHF | 42'438 CHF | 99.17% | 99.17% |
19.11.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 126'616 CHF | 42'955 CHF | 99.16% | 99.16% |
18.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 131'674 CHF | 44'641 CHF | 99.23% | 99.23% |
15.11.2024 | 1.42% | 0.64 CHF | 0.65 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 157'885 CHF | 53'378 CHF | 99.16% | 99.16% |
14.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 183'636 CHF | 61'962 CHF | 99.15% | 99.15% |
13.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 189'648 CHF | 63'966 CHF | 99.16% | 99.16% |
12.11.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 212'601 CHF | 71'617 CHF | 99.16% | 99.16% |
11.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 225'484 CHF | 75'912 CHF | 99.17% | 99.17% |
08.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 215'712 CHF | 72'654 CHF | 99.17% | 99.17% |
07.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 214'962 CHF | 72'404 CHF | 98.27% | 98.27% |