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 | 0.62% | 1.57 CHF | 1.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 361'264 CHF | 121'171 CHF | 98.36% | 98.36% |
19.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 347'855 CHF | 116'702 CHF | 96.18% | 96.18% |
18.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 349'851 CHF | 117'367 CHF | 96.19% | 96.19% |
15.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 349'927 CHF | 117'392 CHF | 95.50% | 95.50% |
14.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 338'998 CHF | 113'749 CHF | 98.39% | 98.39% |
13.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 337'639 CHF | 113'296 CHF | 98.23% | 98.23% |
12.11.2024 | 0.64% | 1.49 CHF | 1.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 353'304 CHF | 118'518 CHF | 98.93% | 98.93% |
11.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 376'470 CHF | 126'240 CHF | 97.88% | 97.88% |
08.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 348'629 CHF | 116'960 CHF | 98.80% | 98.80% |
07.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 349'309 CHF | 117'186 CHF | 98.27% | 98.27% |