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 | 0.68% | 1.43 CHF | 1.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 328'074 CHF | 110'108 CHF | 98.33% | 98.33% |
19.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 225'000 | 75'000 | 250'103 | 83'368 | 352'602 CHF | 118'368 CHF | 95.65% | 95.65% |
18.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 225'000 | 75'000 | 258'297 | 86'099 | 360'358 CHF | 120'980 CHF | 94.86% | 94.86% |
15.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 297'283 | 99'094 | 420'548 CHF | 141'173 CHF | 94.55% | 94.55% |
14.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 235'779 | 78'593 | 342'392 CHF | 114'917 CHF | 98.71% | 98.71% |
13.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 376'332 CHF | 126'444 CHF | 97.05% | 97.05% |
12.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 290'634 | 96'878 | 392'093 CHF | 131'666 CHF | 97.43% | 97.43% |
11.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 225'000 | 75'000 | 226'366 | 75'455 | 321'603 CHF | 107'956 CHF | 95.40% | 95.40% |
08.11.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'686 CHF | 137'895 CHF | 96.79% | 96.79% |
07.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'136 CHF | 133'379 CHF | 98.04% | 98.04% |