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 | 4.52% | 0.22 CHF | 0.23 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 48'700 CHF | 16'983 CHF | 99.38% | 99.38% |
19.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 52'808 CHF | 18'353 CHF | 99.37% | 99.37% |
18.11.2024 | 4.42% | 0.20 CHF | 0.21 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 49'925 CHF | 17'392 CHF | 99.25% | 99.25% |
15.11.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 57'500 CHF | 19'917 CHF | 99.38% | 99.38% |
14.11.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 62'925 CHF | 21'725 CHF | 99.38% | 99.38% |
13.11.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 69'332 CHF | 23'861 CHF | 99.37% | 99.37% |
12.11.2024 | 3.47% | 0.30 CHF | 0.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 63'802 CHF | 22'018 CHF | 99.38% | 99.38% |
11.11.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 62'911 CHF | 21'720 CHF | 99.38% | 99.38% |
08.11.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 60'144 CHF | 20'798 CHF | 99.37% | 99.37% |
07.11.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 62'811 CHF | 21'687 CHF | 98.38% | 98.38% |