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 | 1.98% | 0.50 CHF | 0.51 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 112'668 CHF | 25'537 CHF | 99.37% | 99.37% |
19.11.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 124'292 CHF | 28'121 CHF | 99.37% | 99.37% |
18.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 135'131 CHF | 30'529 CHF | 99.22% | 99.22% |
15.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 138'271 CHF | 31'227 CHF | 99.37% | 99.37% |
14.11.2024 | 1.26% | 0.73 CHF | 0.74 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 177'406 CHF | 39'924 CHF | 99.37% | 99.37% |
13.11.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 188'712 CHF | 42'436 CHF | 98.32% | 98.32% |
12.11.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 221'136 CHF | 49'641 CHF | 99.37% | 99.37% |
11.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 222'232 CHF | 49'885 CHF | 99.37% | 99.37% |
08.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 207'055 CHF | 46'512 CHF | 99.37% | 99.37% |
07.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 206'899 CHF | 46'478 CHF | 99.29% | 99.29% |