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 | 1.97% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 113'575 CHF | 38'608 CHF | 99.37% | 99.37% |
19.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 115'245 CHF | 39'165 CHF | 99.37% | 99.37% |
18.11.2024 | 1.80% | 0.56 CHF | 0.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 123'856 CHF | 42'035 CHF | 99.22% | 99.22% |
15.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 136'128 CHF | 46'126 CHF | 99.37% | 99.37% |
14.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 140'146 CHF | 47'465 CHF | 99.37% | 99.37% |
13.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 138'417 CHF | 46'889 CHF | 99.36% | 99.36% |
12.11.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 145'539 CHF | 49'263 CHF | 99.37% | 99.37% |
11.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 156'312 CHF | 52'854 CHF | 99.37% | 99.37% |
08.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 153'078 CHF | 51'776 CHF | 99.38% | 99.38% |
07.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 156'956 CHF | 53'069 CHF | 99.28% | 99.28% |