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 | 0.59% | 1.69 CHF | 1.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 210'527 CHF | 211'777 CHF | 99.46% | 99.46% |
19.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 208'220 CHF | 209'470 CHF | 99.25% | 99.25% |
18.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 221'785 CHF | 223'035 CHF | 99.16% | 99.16% |
15.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 217'114 CHF | 218'364 CHF | 97.49% | 97.49% |
14.11.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 228'790 CHF | 230'040 CHF | 99.20% | 99.20% |
13.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 221'370 CHF | 222'620 CHF | 99.05% | 99.05% |
12.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 221'683 CHF | 222'933 CHF | 99.12% | 99.12% |
11.11.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 209'760 CHF | 211'010 CHF | 98.17% | 98.17% |
08.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 192'356 CHF | 193'606 CHF | 99.47% | 99.47% |
07.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 194'581 CHF | 195'831 CHF | 99.33% | 99.33% |