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 | 3.04% | 0.32 CHF | 0.33 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 73'291 CHF | 16'787 CHF | 99.36% | 99.36% |
19.11.2024 | 2.56% | 0.35 CHF | 0.36 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 87'107 CHF | 19'857 CHF | 99.38% | 99.38% |
18.11.2024 | 2.19% | 0.43 CHF | 0.44 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 101'526 CHF | 23'061 CHF | 99.23% | 99.23% |
15.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 105'425 CHF | 23'928 CHF | 99.37% | 99.37% |
14.11.2024 | 1.45% | 0.61 CHF | 0.62 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 155'008 CHF | 34'946 CHF | 99.37% | 99.37% |
13.11.2024 | 1.31% | 0.81 CHF | 0.82 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 171'042 CHF | 38'509 CHF | 98.32% | 98.32% |
12.11.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 212'720 CHF | 47'771 CHF | 99.37% | 99.37% |
11.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 214'433 CHF | 48'152 CHF | 99.37% | 99.37% |
08.11.2024 | 1.15% | 0.91 CHF | 0.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 195'031 CHF | 43'840 CHF | 99.37% | 99.37% |
07.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 195'422 CHF | 43'927 CHF | 99.29% | 99.29% |