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 | 0.39% | 2.59 CHF | 2.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 572'554 CHF | 191'601 CHF | 98.97% | 98.97% |
19.11.2024 | 0.40% | 2.64 CHF | 2.65 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 568'527 CHF | 190'259 CHF | 94.94% | 94.94% |
18.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 544'347 CHF | 182'199 CHF | 98.75% | 98.75% |
15.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 542'930 CHF | 181'727 CHF | 99.39% | 99.39% |
14.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 564'579 CHF | 188'943 CHF | 98.23% | 98.23% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 553'763 CHF | 185'338 CHF | 96.91% | 96.91% |
12.11.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 540'365 CHF | 180'872 CHF | 99.26% | 99.26% |
11.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 547'862 CHF | 183'371 CHF | 98.31% | 98.31% |
08.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 529'377 CHF | 177'209 CHF | 99.32% | 99.32% |
07.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 520'412 CHF | 174'221 CHF | 98.61% | 98.61% |