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 | 0.66% | 1.52 CHF | 1.53 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 378'949 CHF | 114'435 CHF | 98.31% | 98.31% |
19.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 373'330 CHF | 112'749 CHF | 98.64% | 98.64% |
18.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 378'892 CHF | 114'418 CHF | 94.92% | 94.92% |
15.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 377'639 CHF | 114'042 CHF | 99.41% | 99.41% |
14.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 370'418 CHF | 111'875 CHF | 95.87% | 95.87% |
13.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 365'221 CHF | 110'316 CHF | 96.88% | 96.88% |
12.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 365'059 CHF | 110'268 CHF | 89.37% | 89.37% |
11.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 356'832 CHF | 107'800 CHF | 98.89% | 98.89% |
08.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 345'617 CHF | 104'435 CHF | 93.37% | 93.37% |
07.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 337'832 CHF | 102'100 CHF | 84.77% | 84.77% |