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 | 0.64% | 1.44 CHF | 1.45 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 233'125 CHF | 78'208 CHF | 99.37% | 99.37% |
19.11.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 150'000 | 50'000 | 105'112 | 64'973 | 150'659 CHF | 93'152 CHF | 98.83% | 98.83% |
18.11.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'590 CHF | 104'340 CHF | 97.41% | 97.41% |
15.11.2024 | 0.70% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'829 CHF | 107'579 CHF | 99.34% | 99.34% |
14.11.2024 | 0.62% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'502 CHF | 122'252 CHF | 99.35% | 99.35% |
13.11.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'947 CHF | 128'697 CHF | 94.63% | 94.63% |
12.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 125'446 CHF | 126'196 CHF | 94.16% | 94.16% |
11.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'937 CHF | 122'687 CHF | 98.53% | 98.53% |
08.11.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'731 CHF | 125'481 CHF | 90.78% | 90.78% |
07.11.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 117'480 CHF | 118'230 CHF | 98.66% | 98.66% |