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 | 0.39% | 2.54 CHF | 2.55 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 581'192 CHF | 194'481 CHF | 99.34% | 99.34% |
19.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 546'582 CHF | 182'944 CHF | 96.58% | 96.58% |
18.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 628'625 CHF | 210'292 CHF | 97.54% | 97.54% |
15.11.2024 | 0.32% | 2.96 CHF | 2.97 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 463'696 CHF | 155'065 CHF | 96.58% | 96.58% |
14.11.2024 | 0.33% | 3.23 CHF | 3.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 460'763 CHF | 154'088 CHF | 99.34% | 99.34% |
13.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 443'437 CHF | 148'312 CHF | 99.35% | 99.35% |
12.11.2024 | 0.34% | 2.84 CHF | 2.85 CHF | 150'000 | 50'000 | 153'582 | 51'194 | 456'036 CHF | 152'524 CHF | 99.37% | 99.37% |
11.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 225'000 | 75'000 | 196'166 | 65'389 | 572'631 CHF | 191'531 CHF | 99.31% | 99.31% |
08.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 629'804 CHF | 210'685 CHF | 99.33% | 99.33% |
07.11.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 440'410 CHF | 147'303 CHF | 98.74% | 98.74% |