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 | 0.63% | 1.54 CHF | 1.55 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 356'843 CHF | 79'799 CHF | 99.38% | 99.38% |
19.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 338'257 CHF | 75'668 CHF | 99.38% | 99.38% |
18.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 346'874 CHF | 77'583 CHF | 99.38% | 99.38% |
15.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 355'659 CHF | 79'535 CHF | 99.34% | 99.34% |
14.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 349'335 CHF | 78'130 CHF | 99.38% | 99.38% |
13.11.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 347'014 CHF | 77'614 CHF | 99.38% | 99.38% |
12.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 354'743 CHF | 79'332 CHF | 99.15% | 99.15% |
11.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 373'147 CHF | 83'422 CHF | 99.13% | 99.13% |
08.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 359'565 CHF | 80'403 CHF | 99.38% | 99.38% |
07.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 354'044 CHF | 79'176 CHF | 98.56% | 98.56% |