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 | 0.69% | 1.47 CHF | 1.48 CHF | 225'000 | 75'000 | 263'103 | 87'701 | 377'766 CHF | 126'799 CHF | 98.97% | 98.97% |
19.11.2024 | 0.70% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 268'277 | 89'426 | 382'867 CHF | 128'517 CHF | 94.93% | 94.93% |
18.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 404'932 CHF | 135'977 CHF | 98.95% | 98.95% |
15.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 402'349 CHF | 135'116 CHF | 99.38% | 99.38% |
14.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 425'189 CHF | 142'730 CHF | 98.22% | 98.22% |
13.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'688 CHF | 139'896 CHF | 96.91% | 96.91% |
12.11.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 399'570 CHF | 134'190 CHF | 99.25% | 99.25% |
11.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 409'103 CHF | 137'368 CHF | 98.31% | 98.31% |
08.11.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 390'528 CHF | 131'176 CHF | 99.20% | 99.20% |
07.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 380'344 CHF | 127'781 CHF | 98.60% | 98.60% |