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 | 2.40% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'831 CHF | 31'694 CHF | 99.16% | 99.16% |
19.11.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'127 CHF | 31'459 CHF | 99.17% | 99.17% |
18.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 95'762 CHF | 32'671 CHF | 99.22% | 99.22% |
15.11.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 95'415 CHF | 32'555 CHF | 99.16% | 99.16% |
14.11.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'677 CHF | 31'642 CHF | 99.16% | 99.16% |
13.11.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 89'280 CHF | 30'510 CHF | 99.16% | 99.16% |
12.11.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 87'515 CHF | 29'922 CHF | 99.16% | 99.16% |
11.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 96'106 CHF | 32'785 CHF | 99.16% | 99.16% |
08.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 95'753 CHF | 32'668 CHF | 99.16% | 99.16% |
07.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 94'815 CHF | 32'355 CHF | 98.18% | 98.18% |