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 | - | 2.52 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.96% |
19.11.2024 | 0.42% | 2.57 CHF | 2.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 532'470 CHF | 178'240 CHF | 26.59% | 94.94% |
18.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 526'863 CHF | 176'371 CHF | 98.73% | 98.73% |
15.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 525'926 CHF | 176'059 CHF | 99.36% | 99.36% |
14.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 547'860 CHF | 183'370 CHF | 98.23% | 98.23% |
13.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 537'404 CHF | 179'885 CHF | 96.91% | 96.91% |
12.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 523'084 CHF | 175'111 CHF | 97.90% | 97.90% |
11.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 531'711 CHF | 177'987 CHF | 98.30% | 98.30% |
08.11.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 513'222 CHF | 171'824 CHF | 95.69% | 95.69% |
07.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 503'797 CHF | 168'682 CHF | 98.61% | 98.61% |