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 | 0.54% | 1.81 CHF | 1.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 416'112 CHF | 139'454 CHF | 99.37% | 99.37% |
19.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 385'345 CHF | 129'198 CHF | 96.74% | 96.74% |
18.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 458'575 CHF | 153'608 CHF | 97.62% | 97.62% |
15.11.2024 | 0.46% | 2.05 CHF | 2.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 489'468 CHF | 163'906 CHF | 96.56% | 96.56% |
14.11.2024 | 0.46% | 2.31 CHF | 2.32 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 486'784 CHF | 163'012 CHF | 99.40% | 99.40% |
13.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 463'146 CHF | 155'132 CHF | 99.39% | 99.39% |
12.11.2024 | 0.48% | 1.96 CHF | 1.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 467'363 CHF | 156'538 CHF | 99.36% | 99.36% |
11.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 458'211 CHF | 153'487 CHF | 99.33% | 99.33% |
08.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 434'873 CHF | 145'708 CHF | 99.28% | 99.28% |
07.11.2024 | 0.48% | 1.98 CHF | 1.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 463'872 CHF | 155'374 CHF | 98.69% | 98.69% |