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 | 0.73% | 1.33 CHF | 1.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 306'032 CHF | 102'761 CHF | 98.62% | 98.62% |
19.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 225'000 | 75'000 | 232'415 | 77'472 | 303'227 CHF | 101'850 CHF | 96.08% | 96.08% |
18.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 294'990 CHF | 99'080 CHF | 96.80% | 96.80% |
15.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 294'476 CHF | 98'909 CHF | 95.44% | 95.44% |
14.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 225'000 | 75'000 | 258'378 | 86'126 | 324'869 CHF | 109'151 CHF | 98.31% | 98.31% |
13.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 282'294 | 94'098 | 354'764 CHF | 119'196 CHF | 98.27% | 98.27% |
12.11.2024 | 0.75% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 227'918 | 75'973 | 301'030 CHF | 101'103 CHF | 98.93% | 98.93% |
11.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 319'194 CHF | 107'148 CHF | 97.87% | 97.87% |
08.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 225'000 | 75'000 | 225'677 | 75'226 | 294'068 CHF | 98'775 CHF | 98.82% | 98.82% |
07.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 225'000 | 75'000 | 259'963 | 86'654 | 338'069 CHF | 113'556 CHF | 98.28% | 98.28% |