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 | 0.48% | 2.06 CHF | 2.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 470'040 CHF | 157'430 CHF | 97.38% | 97.38% |
19.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 459'076 CHF | 153'775 CHF | 95.55% | 95.55% |
18.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 456'140 CHF | 152'797 CHF | 93.82% | 93.82% |
15.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 460'243 CHF | 154'164 CHF | 94.49% | 94.49% |
14.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 469'231 CHF | 157'160 CHF | 98.64% | 98.64% |
13.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 422'533 CHF | 141'594 CHF | 97.18% | 97.18% |
12.11.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 445'507 CHF | 149'252 CHF | 97.43% | 97.43% |
11.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 461'962 CHF | 154'737 CHF | 95.40% | 95.40% |
08.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 449'886 CHF | 150'712 CHF | 96.80% | 96.80% |
07.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 439'762 CHF | 147'337 CHF | 98.05% | 98.05% |