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 | 2.22% | 0.48 CHF | 0.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 100'363 CHF | 34'204 CHF | 99.38% | 99.38% |
19.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 90'943 CHF | 31'064 CHF | 99.38% | 99.38% |
18.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'721 CHF | 31'657 CHF | 99.26% | 99.26% |
15.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 95'499 CHF | 32'583 CHF | 99.37% | 99.37% |
14.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 96'761 CHF | 33'004 CHF | 99.37% | 99.37% |
13.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 95'997 CHF | 32'749 CHF | 99.37% | 99.37% |
12.11.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 95'478 CHF | 32'576 CHF | 99.37% | 99.37% |
11.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 104'312 CHF | 35'521 CHF | 99.37% | 99.37% |
08.11.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 102'746 CHF | 34'999 CHF | 99.37% | 99.37% |
07.11.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 109'582 CHF | 37'277 CHF | 98.36% | 98.36% |