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 | 0.56% | 1.82 CHF | 1.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 401'608 CHF | 134'619 CHF | 98.96% | 98.96% |
19.11.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 398'610 CHF | 133'620 CHF | 94.93% | 94.93% |
18.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 376'979 CHF | 126'410 CHF | 98.77% | 98.77% |
15.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 375'410 CHF | 125'887 CHF | 99.38% | 99.38% |
14.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 394'231 CHF | 132'160 CHF | 98.24% | 98.24% |
13.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 386'573 CHF | 129'608 CHF | 96.92% | 96.92% |
12.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 373'185 CHF | 125'145 CHF | 97.60% | 97.60% |
11.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 380'435 CHF | 127'562 CHF | 98.31% | 98.31% |
08.11.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 364'867 CHF | 122'372 CHF | 99.32% | 99.32% |
07.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 356'566 CHF | 119'605 CHF | 98.60% | 98.60% |