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 | 0.53% | 1.85 CHF | 1.86 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 426'977 CHF | 95'384 CHF | 99.38% | 99.38% |
19.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 408'465 CHF | 91'270 CHF | 99.38% | 99.38% |
18.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 417'181 CHF | 93'207 CHF | 99.38% | 99.38% |
15.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 425'975 CHF | 95'161 CHF | 99.34% | 99.34% |
14.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 419'422 CHF | 93'705 CHF | 99.38% | 99.38% |
13.11.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 417'063 CHF | 93'181 CHF | 99.37% | 99.37% |
12.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 424'743 CHF | 94'887 CHF | 99.14% | 99.14% |
11.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 443'187 CHF | 98'986 CHF | 99.13% | 99.13% |
08.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 429'484 CHF | 95'941 CHF | 99.38% | 99.38% |
07.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 424'041 CHF | 94'731 CHF | 98.56% | 98.56% |