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 | 1.16% | 0.89 CHF | 0.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 192'596 CHF | 64'949 CHF | 99.17% | 99.17% |
19.11.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 176'020 CHF | 59'423 CHF | 99.17% | 99.17% |
18.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 189'198 CHF | 63'816 CHF | 99.22% | 99.22% |
15.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 198'110 CHF | 66'787 CHF | 99.17% | 99.17% |
14.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 192'711 CHF | 64'987 CHF | 99.15% | 99.15% |
13.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 167'220 CHF | 56'490 CHF | 99.16% | 99.16% |
12.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 178'004 CHF | 60'085 CHF | 99.15% | 99.15% |
11.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 180'169 CHF | 60'806 CHF | 99.16% | 99.16% |
08.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 168'898 CHF | 57'049 CHF | 99.17% | 99.17% |
07.11.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 175'971 CHF | 59'407 CHF | 98.18% | 98.18% |