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 | 0.82% | 1.18 CHF | 1.19 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 273'257 CHF | 91'836 CHF | 98.32% | 98.32% |
19.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 259'560 CHF | 87'270 CHF | 96.16% | 96.16% |
18.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 261'874 CHF | 88'041 CHF | 96.78% | 96.78% |
15.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 261'323 CHF | 87'858 CHF | 95.43% | 95.43% |
14.11.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 250'326 CHF | 84'192 CHF | 98.31% | 98.31% |
13.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 249'084 CHF | 83'778 CHF | 98.24% | 98.24% |
12.11.2024 | 0.84% | 1.10 CHF | 1.11 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 265'352 CHF | 89'201 CHF | 98.93% | 98.93% |
11.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 289'004 CHF | 97'085 CHF | 97.86% | 97.86% |
08.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 260'197 CHF | 87'482 CHF | 98.83% | 98.83% |
07.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 260'852 CHF | 87'701 CHF | 98.30% | 98.30% |