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 | 0.37% | 2.66 CHF | 2.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 605'917 CHF | 202'722 CHF | 99.30% | 99.30% |
19.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 572'392 CHF | 191'548 CHF | 96.73% | 96.73% |
18.11.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 652'391 CHF | 218'214 CHF | 97.55% | 97.55% |
15.11.2024 | 0.32% | 2.96 CHF | 2.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 695'601 CHF | 232'617 CHF | 96.56% | 96.56% |
14.11.2024 | 0.33% | 3.23 CHF | 3.24 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 691'349 CHF | 231'200 CHF | 99.35% | 99.35% |
13.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 665'617 CHF | 222'622 CHF | 99.34% | 99.34% |
12.11.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 669'305 CHF | 223'852 CHF | 99.37% | 99.37% |
11.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 659'200 CHF | 220'483 CHF | 99.32% | 99.32% |
08.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 632'368 CHF | 211'539 CHF | 99.33% | 99.33% |
07.11.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 663'285 CHF | 221'845 CHF | 98.67% | 98.67% |