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 | 0.71% | 1.36 CHF | 1.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 313'614 CHF | 105'288 CHF | 97.35% | 97.35% |
19.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 302'901 CHF | 101'717 CHF | 95.83% | 95.83% |
18.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 299'544 CHF | 100'598 CHF | 94.03% | 94.03% |
15.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 303'186 CHF | 101'812 CHF | 94.28% | 94.28% |
14.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 312'433 CHF | 104'894 CHF | 98.55% | 98.55% |
13.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 266'442 CHF | 89'564 CHF | 97.03% | 97.03% |
12.11.2024 | 0.78% | 1.23 CHF | 1.24 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 289'084 CHF | 97'111 CHF | 97.43% | 97.43% |
11.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 305'267 CHF | 102'506 CHF | 95.41% | 95.41% |
08.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 293'080 CHF | 98'443 CHF | 96.81% | 96.81% |
07.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 282'425 CHF | 94'892 CHF | 98.02% | 98.02% |