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 | 0.59% | 1.64 CHF | 1.65 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 380'321 CHF | 127'524 CHF | 97.24% | 97.24% |
19.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 376'370 CHF | 126'206 CHF | 87.56% | 87.56% |
18.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 392'235 CHF | 131'495 CHF | 96.23% | 96.23% |
15.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 394'407 CHF | 132'219 CHF | 96.49% | 96.49% |
14.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 403'549 CHF | 135'266 CHF | 90.93% | 90.93% |
13.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 398'166 CHF | 133'472 CHF | 83.99% | 83.99% |
12.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 428'067 CHF | 143'439 CHF | 99.35% | 99.35% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 433'627 CHF | 145'292 CHF | 96.68% | 96.68% |
08.11.2024 | 0.50% | 1.89 CHF | 1.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 452'930 CHF | 151'727 CHF | 99.30% | 99.30% |
07.11.2024 | 0.45% | 2.09 CHF | 2.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 500'219 CHF | 167'490 CHF | 69.11% | 69.11% |