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 | 1.02% | 0.90 CHF | 0.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 220'617 CHF | 74'289 CHF | 99.16% | 99.16% |
19.11.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 216'011 CHF | 72'754 CHF | 99.16% | 99.16% |
18.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 191'474 CHF | 64'575 CHF | 99.22% | 99.22% |
15.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 192'434 CHF | 64'895 CHF | 99.16% | 99.16% |
14.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 191'387 CHF | 64'546 CHF | 99.16% | 99.16% |
13.11.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 178'368 CHF | 60'206 CHF | 99.16% | 99.16% |
12.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 193'740 CHF | 65'330 CHF | 99.16% | 99.16% |
11.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 182'474 CHF | 61'575 CHF | 99.16% | 99.16% |
08.11.2024 | 1.42% | 0.78 CHF | 0.79 CHF | 225'000 | 75'000 | 237'661 | 79'220 | 166'587 CHF | 56'321 CHF | 99.17% | 99.17% |
07.11.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 242'008 | 80'669 | 167'393 CHF | 56'604 CHF | 98.18% | 98.18% |