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 | 2.30% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 96'641 CHF | 32'964 CHF | 99.37% | 99.37% |
19.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'307 CHF | 31'519 CHF | 99.38% | 99.38% |
18.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 96'387 CHF | 32'879 CHF | 99.25% | 99.25% |
15.11.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 87'773 CHF | 30'008 CHF | 99.38% | 99.38% |
14.11.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 81'613 CHF | 27'954 CHF | 99.38% | 99.38% |
13.11.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 75'511 CHF | 25'920 CHF | 99.37% | 99.37% |
12.11.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 81'785 CHF | 28'012 CHF | 99.38% | 99.38% |
11.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 83'692 CHF | 28'647 CHF | 99.38% | 99.38% |
08.11.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 88'467 CHF | 30'239 CHF | 99.38% | 99.38% |
07.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 87'496 CHF | 29'915 CHF | 98.38% | 98.38% |