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 | 1.88% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 118'871 CHF | 40'374 CHF | 99.16% | 99.16% |
19.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 117'965 CHF | 40'072 CHF | 99.17% | 99.17% |
18.11.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 122'195 CHF | 41'482 CHF | 99.22% | 99.22% |
15.11.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 122'192 CHF | 41'481 CHF | 99.16% | 99.16% |
14.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 118'307 CHF | 40'186 CHF | 99.15% | 99.15% |
13.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 113'501 CHF | 38'584 CHF | 99.17% | 99.17% |
12.11.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 111'209 CHF | 37'820 CHF | 99.15% | 99.15% |
11.11.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 123'251 CHF | 41'834 CHF | 99.16% | 99.16% |
08.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 122'254 CHF | 41'501 CHF | 99.16% | 99.16% |
07.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 122'206 CHF | 41'485 CHF | 98.19% | 98.19% |