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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 191'870 CHF | 193'120 CHF | 99.49% | 99.49% |
20.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 187'010 CHF | 188'260 CHF | 99.49% | 99.49% |
19.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 184'782 CHF | 186'032 CHF | 99.39% | 99.39% |
18.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 198'157 CHF | 199'407 CHF | 99.26% | 99.26% |
15.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 193'564 CHF | 194'814 CHF | 97.91% | 97.91% |
14.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 205'267 CHF | 206'517 CHF | 99.32% | 99.32% |
13.11.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 197'995 CHF | 199'245 CHF | 98.48% | 98.48% |
12.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 198'431 CHF | 199'681 CHF | 99.12% | 99.12% |
11.11.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 186'571 CHF | 187'821 CHF | 98.98% | 98.98% |
08.11.2024 | 0.74% | 1.41 CHF | 1.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 169'127 CHF | 170'377 CHF | 99.49% | 99.49% |