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 | 0.55% | 1.79 CHF | 1.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 411'210 CHF | 137'820 CHF | 98.32% | 98.32% |
19.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 397'058 CHF | 133'103 CHF | 96.32% | 96.32% |
18.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 399'881 CHF | 134'044 CHF | 96.54% | 96.54% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 399'407 CHF | 133'886 CHF | 95.29% | 95.29% |
14.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 387'786 CHF | 130'012 CHF | 98.43% | 98.43% |
13.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 386'367 CHF | 129'539 CHF | 98.29% | 98.29% |
12.11.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 402'785 CHF | 135'012 CHF | 98.92% | 98.92% |
11.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 426'995 CHF | 143'082 CHF | 97.86% | 97.86% |
08.11.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 397'992 CHF | 133'414 CHF | 98.83% | 98.83% |
07.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 398'699 CHF | 133'650 CHF | 98.25% | 98.25% |