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 | 0.59% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 379'584 CHF | 127'278 CHF | 97.30% | 97.30% |
19.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 369'003 CHF | 123'751 CHF | 95.87% | 95.87% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 365'725 CHF | 122'658 CHF | 94.02% | 94.02% |
15.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 225'000 | 75'000 | 230'814 | 76'938 | 379'683 CHF | 127'330 CHF | 94.46% | 94.46% |
14.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 378'609 CHF | 126'953 CHF | 98.72% | 98.72% |
13.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'343 CHF | 149'114 CHF | 97.05% | 97.05% |
12.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 255'578 | 85'193 | 402'376 CHF | 134'977 CHF | 97.43% | 97.43% |
11.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 371'256 CHF | 124'502 CHF | 95.40% | 95.40% |
08.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 234'374 | 78'125 | 374'274 CHF | 125'539 CHF | 96.77% | 96.77% |
07.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 465'692 CHF | 156'231 CHF | 98.03% | 98.03% |