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 | 0.52% | 2.03 CHF | 2.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 428'205 CHF | 143'485 CHF | 88.80% | 88.80% |
20.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 376'970 CHF | 126'407 CHF | 98.97% | 98.97% |
19.11.2024 | 0.60% | 1.77 CHF | 1.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 374'951 CHF | 125'734 CHF | 94.95% | 94.95% |
18.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 353'181 CHF | 118'477 CHF | 99.43% | 99.43% |
15.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 351'293 CHF | 117'848 CHF | 99.38% | 99.38% |
14.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 371'621 CHF | 124'624 CHF | 97.31% | 97.31% |
13.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 362'737 CHF | 121'662 CHF | 96.92% | 96.92% |
12.11.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 348'224 CHF | 116'825 CHF | 97.60% | 97.60% |
11.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 356'722 CHF | 119'658 CHF | 98.30% | 98.30% |
08.11.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 341'094 CHF | 114'448 CHF | 95.28% | 95.28% |