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 | 2.13% | 0.53 CHF | 0.55 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 126'344 CHF | 28'677 CHF | 98.69% | 98.69% |
19.11.2024 | 1.99% | 0.58 CHF | 0.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 134'687 CHF | 45'796 CHF | 99.37% | 99.37% |
18.11.2024 | 1.83% | 0.67 CHF | 0.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 145'867 CHF | 49'522 CHF | 99.25% | 99.25% |
15.11.2024 | 1.95% | 0.61 CHF | 0.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 137'168 CHF | 46'623 CHF | 99.38% | 99.38% |
14.11.2024 | 1.93% | 0.63 CHF | 0.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 138'900 CHF | 47'200 CHF | 99.37% | 99.37% |
13.11.2024 | 2.07% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 129'300 CHF | 44'000 CHF | 99.37% | 99.37% |
12.11.2024 | 1.93% | 0.60 CHF | 0.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 138'831 CHF | 47'177 CHF | 99.38% | 99.38% |
11.11.2024 | 1.92% | 0.66 CHF | 0.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 139'677 CHF | 47'459 CHF | 99.38% | 99.38% |
08.11.2024 | 2.09% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 127'883 CHF | 43'528 CHF | 99.38% | 99.38% |
07.11.2024 | 1.86% | 0.61 CHF | 0.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 143'538 CHF | 48'746 CHF | 98.38% | 98.38% |