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 | 2.95% | 0.31 CHF | 0.32 CHF | 225'000 | 75'000 | 232'819 | 77'606 | 78'612 CHF | 26'980 CHF | 98.68% | 98.68% |
19.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 84'148 CHF | 28'799 CHF | 99.37% | 99.37% |
18.11.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 94'158 CHF | 32'136 CHF | 99.26% | 99.26% |
15.11.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 85'887 CHF | 29'379 CHF | 99.38% | 99.38% |
14.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 86'823 CHF | 29'691 CHF | 99.38% | 99.38% |
13.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 79'391 CHF | 27'214 CHF | 99.38% | 99.38% |
12.11.2024 | 2.51% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 88'443 CHF | 30'231 CHF | 99.38% | 99.38% |
11.11.2024 | 2.52% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 88'314 CHF | 30'188 CHF | 99.38% | 99.38% |
08.11.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 243'397 | 81'132 | 85'414 CHF | 29'283 CHF | 99.37% | 99.37% |
07.11.2024 | 2.38% | 0.39 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 93'613 CHF | 31'954 CHF | 98.37% | 98.37% |