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 | 2.77% | 0.36 CHF | 0.37 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 80'386 CHF | 18'364 CHF | 99.37% | 99.37% |
19.11.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 90'913 CHF | 20'703 CHF | 99.37% | 99.37% |
18.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 99'831 CHF | 22'685 CHF | 99.22% | 99.22% |
15.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 102'780 CHF | 23'340 CHF | 99.37% | 99.37% |
14.11.2024 | 1.62% | 0.56 CHF | 0.57 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 138'657 CHF | 31'313 CHF | 99.37% | 99.37% |
13.11.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 149'375 CHF | 33'695 CHF | 98.32% | 98.32% |
12.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 180'333 CHF | 40'574 CHF | 99.37% | 99.37% |
11.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 181'482 CHF | 40'829 CHF | 99.37% | 99.37% |
08.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 167'222 CHF | 37'661 CHF | 99.37% | 99.37% |
07.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 167'026 CHF | 37'617 CHF | 99.30% | 99.30% |