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 | 0.68% | 1.42 CHF | 1.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 327'445 CHF | 109'898 CHF | 97.95% | 97.95% |
19.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 247'210 | 82'403 | 347'928 CHF | 116'800 CHF | 95.66% | 95.66% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 225'000 | 75'000 | 258'708 | 86'236 | 360'269 CHF | 120'952 CHF | 93.85% | 93.85% |
15.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 293'526 | 97'842 | 414'494 CHF | 139'143 CHF | 94.31% | 94.31% |
14.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 240'169 | 80'056 | 348'175 CHF | 116'859 CHF | 98.61% | 98.61% |
13.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 374'766 CHF | 125'922 CHF | 97.03% | 97.03% |
12.11.2024 | 0.74% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 288'612 | 96'204 | 388'414 CHF | 130'433 CHF | 97.42% | 97.42% |
11.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 319'113 CHF | 107'121 CHF | 95.39% | 95.39% |
08.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 225'000 | 75'000 | 286'536 | 95'512 | 391'142 CHF | 131'336 CHF | 96.80% | 96.80% |
07.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 395'604 CHF | 132'868 CHF | 98.03% | 98.03% |