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 | 0.58% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 385'541 CHF | 129'264 CHF | 97.63% | 97.63% |
19.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 367'067 CHF | 123'106 CHF | 96.55% | 96.55% |
18.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 388'153 CHF | 130'134 CHF | 97.46% | 97.46% |
15.11.2024 | 0.52% | 1.74 CHF | 1.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 429'020 CHF | 143'756 CHF | 91.82% | 91.82% |
14.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 469'820 CHF | 157'357 CHF | 99.13% | 99.13% |
13.11.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 427'649 CHF | 143'300 CHF | 99.06% | 99.06% |
12.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 409'097 CHF | 137'116 CHF | 99.36% | 99.36% |
11.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 421'848 CHF | 141'366 CHF | 99.34% | 99.34% |
08.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 424'369 CHF | 142'206 CHF | 99.33% | 99.33% |
07.11.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 412'388 CHF | 138'213 CHF | 98.59% | 98.59% |