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 | 0.61% | 1.59 CHF | 1.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 365'791 CHF | 122'680 CHF | 97.58% | 97.58% |
19.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 354'784 CHF | 119'011 CHF | 95.65% | 95.65% |
18.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 351'624 CHF | 117'958 CHF | 94.50% | 94.50% |
15.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 355'412 CHF | 119'221 CHF | 94.37% | 94.37% |
14.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 364'552 CHF | 122'267 CHF | 98.63% | 98.63% |
13.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 318'333 CHF | 106'861 CHF | 97.07% | 97.07% |
12.11.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 341'083 CHF | 114'444 CHF | 97.43% | 97.43% |
11.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 357'434 CHF | 119'895 CHF | 95.40% | 95.40% |
08.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 345'265 CHF | 115'838 CHF | 96.79% | 96.79% |
07.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 334'634 CHF | 112'294 CHF | 98.02% | 98.02% |