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 | 0.59% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 378'206 CHF | 126'819 CHF | 97.54% | 97.54% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 367'951 CHF | 123'400 CHF | 95.25% | 95.25% |
18.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 364'714 CHF | 122'321 CHF | 94.20% | 94.20% |
15.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 368'582 CHF | 123'611 CHF | 94.37% | 94.37% |
14.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 377'644 CHF | 126'631 CHF | 98.69% | 98.69% |
13.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 331'895 CHF | 111'382 CHF | 97.05% | 97.05% |
12.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 354'237 CHF | 118'829 CHF | 97.42% | 97.42% |
11.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 370'230 CHF | 124'160 CHF | 95.39% | 95.39% |
08.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 358'305 CHF | 120'185 CHF | 96.79% | 96.79% |
07.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'035 CHF | 155'678 CHF | 98.06% | 98.06% |