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 | 2.16% | 0.46 CHF | 0.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 102'990 CHF | 35'080 CHF | 99.16% | 99.16% |
19.11.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 102'090 CHF | 34'780 CHF | 99.17% | 99.17% |
18.11.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 106'093 CHF | 36'114 CHF | 99.22% | 99.22% |
15.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 106'286 CHF | 36'179 CHF | 99.16% | 99.16% |
14.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 103'275 CHF | 35'175 CHF | 99.15% | 99.15% |
13.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 99'459 CHF | 33'903 CHF | 99.16% | 99.16% |
12.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 96'381 CHF | 32'877 CHF | 99.15% | 99.15% |
11.11.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 107'721 CHF | 36'657 CHF | 99.16% | 99.16% |
08.11.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 105'999 CHF | 36'083 CHF | 99.17% | 99.17% |
07.11.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 106'641 CHF | 36'297 CHF | 98.19% | 98.19% |