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 | 0.54% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 417'958 CHF | 140'069 CHF | 97.41% | 97.41% |
19.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 406'974 CHF | 136'408 CHF | 95.67% | 95.67% |
18.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 403'847 CHF | 135'366 CHF | 94.55% | 94.55% |
15.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 407'796 CHF | 136'682 CHF | 94.32% | 94.32% |
14.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 416'823 CHF | 139'691 CHF | 98.58% | 98.58% |
13.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 370'296 CHF | 124'182 CHF | 97.19% | 97.19% |
12.11.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 393'168 CHF | 131'806 CHF | 97.41% | 97.41% |
11.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 409'561 CHF | 137'270 CHF | 95.38% | 95.38% |
08.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 397'508 CHF | 133'253 CHF | 96.78% | 96.78% |
07.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 387'116 CHF | 129'789 CHF | 98.05% | 98.05% |