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 | 0.53% | 1.92 CHF | 1.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 424'831 CHF | 142'360 CHF | 98.96% | 98.96% |
19.11.2024 | 0.53% | 1.98 CHF | 1.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 422'578 CHF | 141'609 CHF | 94.93% | 94.93% |
18.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 401'154 CHF | 134'468 CHF | 98.98% | 98.98% |
15.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 399'267 CHF | 133'839 CHF | 99.38% | 99.38% |
14.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 418'572 CHF | 140'274 CHF | 98.22% | 98.22% |
13.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 410'393 CHF | 137'548 CHF | 96.91% | 96.91% |
12.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 397'248 CHF | 133'166 CHF | 97.85% | 97.85% |
11.11.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 404'574 CHF | 135'608 CHF | 98.31% | 98.31% |
08.11.2024 | 0.58% | 1.80 CHF | 1.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 388'937 CHF | 130'396 CHF | 95.89% | 95.89% |
07.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 225'000 | 75'000 | 281'132 | 93'711 | 475'017 CHF | 159'276 CHF | 98.61% | 98.61% |