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 | 0.78% | 1.22 CHF | 1.23 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 286'762 CHF | 96'337 CHF | 99.38% | 99.38% |
19.11.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 268'333 CHF | 90'194 CHF | 99.38% | 99.38% |
18.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 276'909 CHF | 93'053 CHF | 99.38% | 99.38% |
15.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 285'448 CHF | 95'899 CHF | 99.34% | 99.34% |
14.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 279'367 CHF | 93'873 CHF | 99.38% | 99.38% |
13.11.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 277'190 CHF | 93'147 CHF | 99.37% | 99.37% |
12.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 284'998 CHF | 95'749 CHF | 99.14% | 99.14% |
11.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 303'387 CHF | 101'879 CHF | 99.13% | 99.13% |
08.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 289'968 CHF | 97'406 CHF | 99.38% | 99.38% |
07.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 284'351 CHF | 95'534 CHF | 98.56% | 98.56% |