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 | 0.52% | 1.81 CHF | 1.82 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 288'526 CHF | 96'675 CHF | 99.36% | 99.36% |
19.11.2024 | 0.56% | 1.88 CHF | 1.89 CHF | 150'000 | 50'000 | 105'104 | 64'973 | 189'338 CHF | 117'083 CHF | 98.82% | 98.82% |
18.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'328 CHF | 132'078 CHF | 97.58% | 97.58% |
15.11.2024 | 0.56% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'595 CHF | 135'345 CHF | 99.35% | 99.35% |
14.11.2024 | 0.50% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'274 CHF | 150'024 CHF | 99.35% | 99.35% |
13.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'543 CHF | 156'293 CHF | 94.63% | 94.63% |
12.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 152'985 CHF | 153'735 CHF | 94.16% | 94.16% |
11.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'395 CHF | 150'145 CHF | 98.54% | 98.54% |
08.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 151'961 CHF | 152'711 CHF | 90.80% | 90.80% |
07.11.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'788 CHF | 145'538 CHF | 98.63% | 98.63% |