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 | 1.59% | 0.78 CHF | 0.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 182'606 CHF | 61'844 CHF | 99.37% | 99.37% |
19.11.2024 | 1.58% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 183'307 CHF | 62'077 CHF | 99.37% | 99.37% |
18.11.2024 | 1.54% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 188'442 CHF | 63'789 CHF | 99.22% | 99.22% |
15.11.2024 | 1.45% | 0.87 CHF | 0.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 199'653 CHF | 67'526 CHF | 99.37% | 99.37% |
14.11.2024 | 1.43% | 0.89 CHF | 0.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 203'428 CHF | 68'784 CHF | 99.36% | 99.36% |
13.11.2024 | 1.44% | 0.90 CHF | 0.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 202'152 CHF | 68'359 CHF | 99.37% | 99.37% |
12.11.2024 | 1.40% | 0.90 CHF | 0.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 208'139 CHF | 70'355 CHF | 99.37% | 99.37% |
11.11.2024 | 1.33% | 0.97 CHF | 0.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 218'520 CHF | 73'815 CHF | 99.37% | 99.37% |
08.11.2024 | 1.34% | 0.96 CHF | 0.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 216'166 CHF | 73'030 CHF | 99.37% | 99.37% |
07.11.2024 | 1.32% | 0.98 CHF | 0.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 219'424 CHF | 74'116 CHF | 99.28% | 99.28% |