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 | 2.44% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 91'088 CHF | 31'113 CHF | 99.38% | 99.38% |
19.11.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 99'154 CHF | 33'801 CHF | 99.38% | 99.38% |
18.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 97'811 CHF | 33'354 CHF | 99.38% | 99.38% |
15.11.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 98'823 CHF | 33'691 CHF | 99.35% | 99.35% |
14.11.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 104'399 CHF | 35'550 CHF | 99.38% | 99.38% |
13.11.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 109'396 CHF | 37'215 CHF | 99.37% | 99.37% |
12.11.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 94'332 CHF | 32'194 CHF | 99.15% | 99.15% |
11.11.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 81'825 CHF | 28'025 CHF | 99.38% | 99.38% |
08.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 82'313 CHF | 28'188 CHF | 99.38% | 99.38% |
07.11.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 75'978 CHF | 26'076 CHF | 98.58% | 98.58% |