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 | 0.55% | 1.84 CHF | 1.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 408'530 CHF | 136'927 CHF | 99.09% | 99.09% |
19.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 420'211 CHF | 140'820 CHF | 96.68% | 96.68% |
18.11.2024 | 0.61% | 1.92 CHF | 1.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 370'414 CHF | 124'221 CHF | 97.58% | 97.58% |
15.11.2024 | 0.62% | 1.53 CHF | 1.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 362'009 CHF | 121'420 CHF | 96.55% | 96.55% |
14.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 370'834 CHF | 124'361 CHF | 99.36% | 99.36% |
13.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 225'000 | 75'000 | 224'932 | 74'888 | 369'219 CHF | 123'674 CHF | 99.38% | 99.38% |
12.11.2024 | 0.61% | 1.57 CHF | 1.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 365'848 CHF | 122'699 CHF | 99.34% | 99.34% |
11.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 225'000 | 75'000 | 224'935 | 74'936 | 350'048 CHF | 117'366 CHF | 99.33% | 99.33% |
08.11.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 331'871 CHF | 111'374 CHF | 99.32% | 99.32% |
07.11.2024 | 0.78% | 1.43 CHF | 1.44 CHF | 225'000 | 75'000 | 226'102 | 75'367 | 289'805 CHF | 97'355 CHF | 98.47% | 98.47% |