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 | 0.60% | 1.65 CHF | 1.66 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 412'593 CHF | 124'528 CHF | 98.31% | 98.31% |
19.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 407'975 CHF | 123'142 CHF | 98.64% | 98.64% |
18.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 413'311 CHF | 124'743 CHF | 95.01% | 95.01% |
15.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 411'812 CHF | 124'293 CHF | 99.40% | 99.40% |
14.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 405'210 CHF | 122'313 CHF | 95.87% | 95.87% |
13.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 399'875 CHF | 120'713 CHF | 96.71% | 96.71% |
12.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 399'958 CHF | 120'738 CHF | 89.39% | 89.39% |
11.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 391'005 CHF | 118'052 CHF | 98.89% | 98.89% |
08.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 379'359 CHF | 114'558 CHF | 93.41% | 93.41% |
07.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 372'030 CHF | 112'359 CHF | 84.73% | 84.73% |