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 | 0.76% | 1.31 CHF | 1.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 162'936 CHF | 164'186 CHF | 97.59% | 97.59% |
19.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 160'738 CHF | 161'988 CHF | 99.39% | 99.39% |
18.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 174'114 CHF | 175'364 CHF | 99.35% | 99.35% |
15.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 169'377 CHF | 170'627 CHF | 97.90% | 97.90% |
14.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 181'075 CHF | 182'325 CHF | 99.22% | 99.22% |
13.11.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 173'913 CHF | 175'163 CHF | 98.77% | 98.77% |
12.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 174'326 CHF | 175'576 CHF | 99.12% | 99.12% |
11.11.2024 | 0.77% | 1.39 CHF | 1.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 162'636 CHF | 163'886 CHF | 98.15% | 98.15% |
08.11.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 145'386 CHF | 146'636 CHF | 99.50% | 99.50% |
07.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 147'526 CHF | 148'776 CHF | 99.37% | 99.37% |