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% | 1.33 CHF | 1.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 315'800 CHF | 106'017 CHF | 97.81% | 97.81% |
19.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 298'446 CHF | 100'232 CHF | 96.47% | 96.47% |
18.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 318'574 CHF | 106'941 CHF | 97.56% | 97.56% |
15.11.2024 | 0.63% | 1.43 CHF | 1.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 357'293 CHF | 119'848 CHF | 91.86% | 91.86% |
14.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 396'673 CHF | 132'974 CHF | 99.16% | 99.16% |
13.11.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 356'393 CHF | 119'548 CHF | 99.11% | 99.11% |
12.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 338'741 CHF | 113'664 CHF | 99.35% | 99.35% |
11.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 350'781 CHF | 117'677 CHF | 99.32% | 99.32% |
08.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 354'108 CHF | 118'786 CHF | 99.33% | 99.33% |
07.11.2024 | 0.65% | 1.62 CHF | 1.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 342'912 CHF | 115'054 CHF | 98.64% | 98.64% |