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 | 4.50% | 0.21 CHF | 0.22 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 48'972 CHF | 5'691 CHF | 99.38% | 99.38% |
19.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 225'000 | 25'000 | 240'191 | 24'994 | 45'774 CHF | 5'034 CHF | 99.37% | 99.37% |
18.11.2024 | 4.01% | 0.23 CHF | 0.24 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 55'234 CHF | 6'387 CHF | 99.23% | 99.23% |
15.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 70'084 CHF | 8'037 CHF | 99.37% | 99.37% |
14.11.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 76'847 CHF | 8'789 CHF | 99.38% | 99.38% |
13.11.2024 | 3.41% | 0.32 CHF | 0.33 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 64'992 CHF | 7'471 CHF | 99.37% | 99.37% |
12.11.2024 | 3.12% | 0.29 CHF | 0.30 CHF | 224'999 | 25'000 | 224'999 | 25'000 | 71'149 CHF | 8'155 CHF | 99.37% | 99.37% |
11.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 224'999 | 25'000 | 224'999 | 25'000 | 80'710 CHF | 9'218 CHF | 99.37% | 99.37% |
08.11.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 224'999 | 25'000 | 224'999 | 25'000 | 77'440 CHF | 8'854 CHF | 99.38% | 99.38% |
07.11.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 225'000 | 25'000 | 225'000 | 25'000 | 87'858 CHF | 10'012 CHF | 99.28% | 99.28% |