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 | 1.11% | 0.93 CHF | 0.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 201'838 CHF | 68'029 CHF | 99.16% | 99.16% |
19.11.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 179'577 CHF | 60'609 CHF | 99.17% | 99.17% |
18.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 196'079 CHF | 66'110 CHF | 99.22% | 99.22% |
15.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 207'241 CHF | 69'830 CHF | 99.16% | 99.16% |
14.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 200'068 CHF | 67'439 CHF | 99.15% | 99.15% |
13.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 170'848 CHF | 57'699 CHF | 99.16% | 99.16% |
12.11.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 184'253 CHF | 62'168 CHF | 99.15% | 99.15% |
11.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 187'624 CHF | 63'291 CHF | 99.16% | 99.16% |
08.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 172'896 CHF | 58'382 CHF | 99.16% | 99.16% |
07.11.2024 | 1.23% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 181'700 CHF | 61'317 CHF | 98.19% | 98.19% |