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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 130'371 CHF | 44'207 CHF | 99.16% | 99.16% |
20.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 123'618 CHF | 41'956 CHF | 99.16% | 99.16% |
19.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 111'960 CHF | 38'070 CHF | 99.17% | 99.17% |
18.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 137'274 CHF | 46'508 CHF | 99.23% | 99.23% |
15.11.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 169'653 CHF | 57'301 CHF | 99.17% | 99.17% |
14.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 189'518 CHF | 63'923 CHF | 99.16% | 99.16% |
13.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 194'699 CHF | 65'650 CHF | 99.16% | 99.16% |
12.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 198'003 CHF | 66'751 CHF | 99.16% | 99.16% |
11.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 199'364 CHF | 67'205 CHF | 99.17% | 99.17% |
08.11.2024 | 1.07% | 0.88 CHF | 0.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 209'011 CHF | 70'420 CHF | 99.16% | 99.16% |