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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 320'266 CHF | 107'505 CHF | 98.85% | 98.85% |
20.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 296'660 CHF | 99'637 CHF | 98.59% | 98.59% |
19.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 283'931 CHF | 95'394 CHF | 96.14% | 96.14% |
18.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 285'503 CHF | 95'918 CHF | 96.22% | 96.22% |
15.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 285'403 CHF | 95'884 CHF | 95.36% | 95.36% |
14.11.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 225'000 | 75'000 | 225'751 | 75'250 | 275'973 CHF | 92'743 CHF | 98.38% | 98.38% |
13.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 273'991 CHF | 92'080 CHF | 98.27% | 98.27% |
12.11.2024 | 0.78% | 1.21 CHF | 1.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 288'913 CHF | 97'055 CHF | 98.92% | 98.92% |
11.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 311'287 CHF | 104'512 CHF | 97.88% | 97.88% |
08.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 284'386 CHF | 95'545 CHF | 98.82% | 98.82% |