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 | 0.63% | 1.61 CHF | 1.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 354'726 CHF | 118'992 CHF | 99.20% | 99.20% |
19.11.2024 | 0.64% | 1.68 CHF | 1.69 CHF | 225'000 | 75'000 | 224'999 | 74'998 | 353'163 CHF | 118'469 CHF | 95.18% | 95.18% |
18.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 329'609 CHF | 110'620 CHF | 99.06% | 99.06% |
15.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 327'772 CHF | 110'007 CHF | 99.52% | 99.52% |
14.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 349'030 CHF | 117'093 CHF | 97.05% | 97.05% |
13.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 340'085 CHF | 114'112 CHF | 96.91% | 96.91% |
12.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 326'524 CHF | 109'591 CHF | 99.58% | 99.58% |
11.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 335'308 CHF | 112'519 CHF | 97.93% | 97.93% |
08.11.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 319'077 CHF | 107'109 CHF | 99.58% | 99.58% |
07.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 310'324 CHF | 104'191 CHF | 98.78% | 98.78% |