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 | 0.71% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 227'007 | 75'669 | 319'075 CHF | 107'115 CHF | 97.98% | 97.98% |
19.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 240'255 | 80'085 | 333'490 CHF | 111'964 CHF | 87.56% | 87.56% |
18.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 327'808 CHF | 110'019 CHF | 96.26% | 96.26% |
15.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 329'806 CHF | 110'685 CHF | 96.53% | 96.53% |
14.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 338'415 CHF | 113'555 CHF | 90.95% | 90.95% |
13.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 333'646 CHF | 111'965 CHF | 83.99% | 83.99% |
12.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 362'475 CHF | 121'575 CHF | 99.36% | 99.36% |
11.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 368'120 CHF | 123'457 CHF | 96.69% | 96.69% |
08.11.2024 | 0.58% | 1.60 CHF | 1.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 387'076 CHF | 129'775 CHF | 99.37% | 99.37% |
07.11.2024 | 0.52% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 577'027 CHF | 193'342 CHF | 69.12% | 69.12% |