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 | 0.78% | 1.24 CHF | 1.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 288'158 CHF | 96'803 CHF | 97.82% | 97.82% |
19.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 284'557 CHF | 95'602 CHF | 87.56% | 87.56% |
18.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 299'919 CHF | 100'723 CHF | 96.25% | 96.25% |
15.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 302'483 CHF | 101'578 CHF | 96.46% | 96.46% |
14.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 311'376 CHF | 104'542 CHF | 90.89% | 90.89% |
13.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 306'212 CHF | 102'820 CHF | 83.98% | 83.98% |
12.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 336'519 CHF | 112'923 CHF | 99.37% | 99.37% |
11.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 341'925 CHF | 114'725 CHF | 96.65% | 96.65% |
08.11.2024 | 0.62% | 1.49 CHF | 1.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 361'948 CHF | 121'399 CHF | 99.35% | 99.35% |
07.11.2024 | 0.55% | 1.69 CHF | 1.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 408'871 CHF | 137'040 CHF | 69.10% | 69.10% |