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 | 0.63% | 1.54 CHF | 1.55 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 357'310 CHF | 119'853 CHF | 97.67% | 97.67% |
19.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 353'484 CHF | 118'578 CHF | 87.55% | 87.55% |
18.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 369'698 CHF | 123'983 CHF | 96.27% | 96.27% |
15.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 372'078 CHF | 124'776 CHF | 96.50% | 96.50% |
14.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 381'241 CHF | 127'830 CHF | 90.93% | 90.93% |
13.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 375'222 CHF | 125'824 CHF | 83.98% | 83.98% |
12.11.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 407'078 CHF | 136'443 CHF | 99.35% | 99.35% |
11.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 412'175 CHF | 138'142 CHF | 96.66% | 96.66% |
08.11.2024 | 0.52% | 1.80 CHF | 1.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 432'457 CHF | 144'902 CHF | 99.35% | 99.35% |
07.11.2024 | 0.47% | 2.00 CHF | 2.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 474'649 CHF | 158'966 CHF | 45.77% | 69.13% |