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% | 1.49 CHF | 1.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 342'071 CHF | 114'774 CHF | 98.19% | 98.19% |
19.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 328'148 CHF | 110'133 CHF | 96.37% | 96.37% |
18.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 330'765 CHF | 111'005 CHF | 96.57% | 96.57% |
15.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 330'192 CHF | 110'814 CHF | 95.38% | 95.38% |
14.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 318'773 CHF | 107'008 CHF | 98.36% | 98.36% |
13.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 317'373 CHF | 106'541 CHF | 98.22% | 98.22% |
12.11.2024 | 0.67% | 1.40 CHF | 1.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 333'791 CHF | 112'014 CHF | 98.91% | 98.91% |
11.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 357'779 CHF | 120'010 CHF | 97.87% | 97.87% |
08.11.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 328'837 CHF | 110'362 CHF | 98.83% | 98.83% |
07.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 329'414 CHF | 110'555 CHF | 98.20% | 98.20% |