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 | 0.46% | 2.19 CHF | 2.20 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 484'813 CHF | 162'354 CHF | 98.97% | 98.97% |
19.11.2024 | 0.47% | 2.25 CHF | 2.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 481'253 CHF | 161'168 CHF | 94.94% | 94.94% |
18.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 458'611 CHF | 153'620 CHF | 99.23% | 99.23% |
15.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 457'124 CHF | 153'125 CHF | 99.38% | 99.38% |
14.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 477'334 CHF | 159'861 CHF | 98.22% | 98.22% |
13.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 468'022 CHF | 156'757 CHF | 96.91% | 96.91% |
12.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 454'738 CHF | 152'329 CHF | 99.26% | 99.26% |
11.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 462'268 CHF | 154'839 CHF | 98.30% | 98.30% |
08.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 445'341 CHF | 149'197 CHF | 95.70% | 95.70% |
07.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 436'497 CHF | 146'249 CHF | 98.60% | 98.60% |