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% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 378'843 CHF | 127'031 CHF | 97.14% | 97.14% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 368'286 CHF | 123'512 CHF | 95.65% | 95.65% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 365'108 CHF | 122'453 CHF | 94.25% | 94.25% |
15.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 369'185 CHF | 123'812 CHF | 94.35% | 94.35% |
14.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 378'041 CHF | 126'764 CHF | 98.70% | 98.70% |
13.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'316 | 75'105 | 332'605 CHF | 111'619 CHF | 97.03% | 97.03% |
12.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 354'456 CHF | 118'902 CHF | 97.42% | 97.42% |
11.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 370'602 CHF | 124'284 CHF | 95.39% | 95.39% |
08.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 358'745 CHF | 120'332 CHF | 96.80% | 96.80% |
07.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'415 CHF | 155'805 CHF | 98.03% | 98.03% |