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 | 1.92% | 0.49 CHF | 0.50 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 116'277 CHF | 118'527 CHF | 97.86% | 97.86% |
19.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 109'714 CHF | 111'964 CHF | 98.68% | 98.68% |
18.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 119'247 CHF | 121'497 CHF | 98.77% | 98.77% |
15.11.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 125'340 CHF | 127'590 CHF | 99.92% | 99.92% |
14.11.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 132'454 CHF | 134'704 CHF | 98.26% | 98.26% |
13.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 126'641 CHF | 128'891 CHF | 99.60% | 99.60% |
12.11.2024 | 1.60% | 0.57 CHF | 0.58 CHF | 225'000 | 225'000 | 228'438 | 228'438 | 141'513 CHF | 143'798 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 256'718 CHF | 260'468 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 375'000 | 375'000 | 375'302 | 375'302 | 239'110 CHF | 242'863 CHF | 84.81% | 84.81% |
07.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 375'000 | 375'000 | 375'575 | 375'575 | 263'397 CHF | 267'152 CHF | 100.00% | 100.00% |