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 | 0.44% | 2.28 CHF | 2.29 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 505'688 CHF | 169'313 CHF | 98.97% | 98.97% |
19.11.2024 | 0.45% | 2.34 CHF | 2.35 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 502'261 CHF | 168'170 CHF | 94.92% | 94.92% |
18.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 479'616 CHF | 160'622 CHF | 98.84% | 98.84% |
15.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 477'942 CHF | 160'064 CHF | 99.39% | 99.39% |
14.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 498'355 CHF | 166'868 CHF | 98.24% | 98.24% |
13.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 489'133 CHF | 163'794 CHF | 96.90% | 96.90% |
12.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 475'867 CHF | 159'372 CHF | 97.85% | 97.85% |
11.11.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 483'352 CHF | 161'867 CHF | 98.30% | 98.30% |
08.11.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 465'897 CHF | 156'049 CHF | 97.77% | 97.77% |
07.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 457'236 CHF | 153'162 CHF | 98.60% | 98.60% |