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 | 1.12% | 2.61 CHF | 2.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'144 CHF | 202'394 CHF | 98.82% | 98.82% |
19.11.2024 | 0.76% | 2.61 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 197'421 CHF | 198'921 CHF | 99.84% | 99.84% |
18.11.2024 | 0.84% | 2.66 CHF | 2.68 CHF | 75'000 | 75'000 | 70'004 | 70'004 | 183'286 CHF | 184'786 CHF | 96.90% | 96.90% |
15.11.2024 | 0.77% | 2.61 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'235 CHF | 194'735 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 2.55 CHF | 2.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'114 CHF | 187'614 CHF | 99.57% | 99.57% |
13.11.2024 | 0.84% | 2.41 CHF | 2.43 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 178'250 CHF | 179'746 CHF | 99.32% | 99.32% |
12.11.2024 | 0.83% | 2.31 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 178'987 CHF | 180'487 CHF | 99.36% | 99.36% |
11.11.2024 | 0.80% | 2.50 CHF | 2.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'369 CHF | 187'869 CHF | 93.97% | 93.97% |
08.11.2024 | 0.84% | 2.35 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'537 CHF | 179'037 CHF | 99.79% | 99.79% |
07.11.2024 | 0.82% | 2.47 CHF | 2.49 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 183'442 CHF | 184'942 CHF | 96.70% | 96.70% |