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 | 2.33% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 95'350 CHF | 32'533 CHF | 99.38% | 99.38% |
19.11.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 88'333 CHF | 30'194 CHF | 99.37% | 99.37% |
18.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 94'603 CHF | 32'284 CHF | 99.37% | 99.37% |
15.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 100'302 CHF | 34'184 CHF | 99.36% | 99.36% |
14.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 103'110 CHF | 35'120 CHF | 99.37% | 99.37% |
13.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 99'673 CHF | 33'974 CHF | 99.37% | 99.37% |
12.11.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 110'532 CHF | 37'594 CHF | 99.15% | 99.15% |
11.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 117'618 CHF | 39'956 CHF | 99.38% | 99.38% |
08.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 104'283 CHF | 35'511 CHF | 99.38% | 99.38% |
07.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 106'485 CHF | 36'245 CHF | 98.58% | 98.58% |