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 | 1.23% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 181'992 CHF | 61'414 CHF | 97.66% | 97.66% |
19.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 178'835 CHF | 60'362 CHF | 87.55% | 87.55% |
18.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 194'246 CHF | 65'499 CHF | 96.24% | 96.24% |
15.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 196'206 CHF | 66'152 CHF | 96.53% | 96.53% |
14.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 205'587 CHF | 69'279 CHF | 90.95% | 90.95% |
13.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 200'914 CHF | 67'721 CHF | 83.95% | 83.95% |
12.11.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 233'498 CHF | 78'583 CHF | 99.27% | 99.35% |
11.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 237'968 CHF | 80'073 CHF | 71.55% | 96.71% |
08.11.2024 | 0.89% | 1.04 CHF | 1.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 252'743 CHF | 84'998 CHF | 51.97% | 99.31% |
07.11.2024 | - | 1.25 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 69.22% |