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 | 1.30% | 0.78 CHF | 0.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 171'412 CHF | 57'887 CHF | 99.37% | 99.37% |
19.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 173'497 CHF | 58'582 CHF | 99.37% | 99.37% |
18.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 166'922 CHF | 56'391 CHF | 99.22% | 99.22% |
15.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 157'775 CHF | 53'342 CHF | 98.94% | 98.94% |
14.11.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 164'790 CHF | 55'680 CHF | 99.36% | 99.36% |
13.11.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 164'219 CHF | 55'490 CHF | 99.37% | 99.37% |
12.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 162'708 CHF | 54'986 CHF | 99.37% | 99.37% |
11.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 254'932 | 84'977 | 177'433 CHF | 59'994 CHF | 99.37% | 99.37% |
08.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 275'887 | 91'962 | 197'256 CHF | 66'672 CHF | 99.38% | 99.38% |
07.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 277'999 | 92'666 | 196'899 CHF | 66'560 CHF | 99.28% | 99.28% |