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 | 1.28% | 0.79 CHF | 0.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 174'747 CHF | 58'999 CHF | 99.38% | 99.38% |
19.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 171'066 CHF | 57'772 CHF | 99.37% | 99.37% |
18.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'652 CHF | 56'967 CHF | 99.37% | 99.37% |
15.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 260'386 | 86'795 | 190'160 CHF | 64'255 CHF | 99.36% | 99.36% |
14.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 225'000 | 75'000 | 260'379 | 86'793 | 183'278 CHF | 61'961 CHF | 99.38% | 99.38% |
13.11.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 166'913 CHF | 56'388 CHF | 99.37% | 99.37% |
12.11.2024 | 2.87% | 0.73 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 154'688 CHF | 53'063 CHF | 99.16% | 99.16% |
11.11.2024 | 2.86% | 0.66 CHF | 0.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 155'042 CHF | 53'181 CHF | 99.38% | 99.38% |
08.11.2024 | 2.91% | 0.69 CHF | 0.71 CHF | 225'000 | 75'000 | 260'380 | 86'793 | 176'465 CHF | 60'557 CHF | 99.37% | 99.37% |
07.11.2024 | 3.10% | 0.64 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'694 CHF | 65'565 CHF | 98.58% | 98.58% |