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 | 0.48% | 2.10 CHF | 2.11 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 464'423 CHF | 155'558 CHF | 98.96% | 98.96% |
19.11.2024 | 0.49% | 2.16 CHF | 2.17 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 461'405 CHF | 154'552 CHF | 94.94% | 94.94% |
18.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 437'444 CHF | 146'564 CHF | 99.17% | 99.17% |
15.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 436'084 CHF | 146'111 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 457'324 CHF | 153'191 CHF | 98.22% | 98.22% |
13.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 447'660 CHF | 149'970 CHF | 96.92% | 96.92% |
12.11.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 433'702 CHF | 145'317 CHF | 97.86% | 97.86% |
11.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 442'460 CHF | 148'237 CHF | 98.30% | 98.30% |
08.11.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 425'090 CHF | 142'447 CHF | 95.66% | 95.66% |
07.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 416'109 CHF | 139'453 CHF | 98.62% | 98.62% |