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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 423'376 CHF | 141'875 CHF | 99.62% | 99.62% |
20.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 477'766 CHF | 160'005 CHF | 99.34% | 99.34% |
19.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 443'917 CHF | 148'722 CHF | 96.73% | 96.73% |
18.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 525'168 CHF | 175'806 CHF | 97.59% | 97.59% |
15.11.2024 | 0.38% | 2.49 CHF | 2.50 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 393'366 CHF | 131'622 CHF | 96.56% | 96.56% |
14.11.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 390'544 CHF | 130'681 CHF | 99.34% | 99.34% |
13.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 559'764 CHF | 187'338 CHF | 99.39% | 99.39% |
12.11.2024 | 0.40% | 2.38 CHF | 2.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 563'419 CHF | 188'556 CHF | 99.35% | 99.35% |
11.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 552'813 CHF | 185'021 CHF | 99.35% | 99.35% |
08.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 524'437 CHF | 175'562 CHF | 99.30% | 99.30% |