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 | - | 2.04 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.19% |
19.11.2024 | 0.53% | 2.09 CHF | 1.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 421'669 CHF | 141'306 CHF | 8.78% | 95.21% |
18.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 419'841 CHF | 140'697 CHF | 99.11% | 99.11% |
15.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 418'260 CHF | 140'170 CHF | 99.53% | 99.53% |
14.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 440'768 CHF | 147'672 CHF | 97.10% | 97.10% |
13.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 430'212 CHF | 144'154 CHF | 96.91% | 96.91% |
12.11.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 416'265 CHF | 139'505 CHF | 99.58% | 99.58% |
11.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 425'251 CHF | 142'500 CHF | 98.38% | 98.38% |
08.11.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 407'405 CHF | 136'552 CHF | 99.59% | 99.59% |
07.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 398'316 CHF | 133'522 CHF | 98.79% | 98.79% |