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 | 0.51% | 1.97 CHF | 1.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 145'805 CHF | 146'555 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'306 CHF | 151'056 CHF | 99.28% | 99.28% |
18.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'594 CHF | 149'344 CHF | 99.30% | 99.30% |
15.11.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'381 CHF | 143'131 CHF | 99.38% | 99.38% |
14.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'490 CHF | 142'240 CHF | 99.36% | 99.36% |
13.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'456 CHF | 143'206 CHF | 99.36% | 99.36% |
12.11.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'101 CHF | 139'851 CHF | 99.08% | 99.08% |
11.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'287 CHF | 131'037 CHF | 99.26% | 99.26% |
08.11.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'932 CHF | 139'682 CHF | 99.39% | 99.39% |
07.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'917 CHF | 137'667 CHF | 99.26% | 99.26% |