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 | 1.93% | 0.51 CHF | 0.52 CHF | 225'000 | 75'000 | 214'356 | 71'452 | 109'774 CHF | 37'306 CHF | 99.16% | 99.16% |
19.11.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 220'108 | 73'369 | 111'775 CHF | 37'992 CHF | 99.17% | 99.17% |
18.11.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 225'000 | 75'000 | 184'145 | 61'382 | 96'224 CHF | 32'689 CHF | 99.22% | 99.22% |
15.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 150'000 | 50'000 | 192'353 | 64'118 | 100'465 CHF | 34'130 CHF | 99.16% | 99.16% |
14.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 225'000 | 75'000 | 218'544 | 72'848 | 111'150 CHF | 37'779 CHF | 99.16% | 99.16% |
13.11.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 109'667 CHF | 37'306 CHF | 99.16% | 99.16% |
12.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 106'645 CHF | 36'298 CHF | 99.16% | 99.16% |
11.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 187'986 | 62'662 | 100'140 CHF | 34'007 CHF | 99.16% | 99.16% |
08.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 150'000 | 50'000 | 207'455 | 69'152 | 109'390 CHF | 37'155 CHF | 99.16% | 99.16% |
07.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 215'481 | 71'827 | 113'476 CHF | 38'544 CHF | 98.19% | 98.19% |