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 | 0.82% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'341 CHF | 182'947 CHF | 98.74% | 98.74% |
19.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 529'031 CHF | 177'844 CHF | 99.19% | 99.19% |
18.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'693 CHF | 181'398 CHF | 96.31% | 96.31% |
15.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 537'082 CHF | 180'527 CHF | 99.20% | 99.20% |
14.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 529'831 CHF | 178'110 CHF | 98.43% | 98.43% |
13.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 532'797 CHF | 179'099 CHF | 96.72% | 96.72% |
12.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 551'007 CHF | 185'169 CHF | 96.70% | 96.70% |
11.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'180 CHF | 187'893 CHF | 98.80% | 98.80% |
08.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'032 CHF | 187'510 CHF | 99.06% | 99.06% |
07.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'087 CHF | 191'529 CHF | 98.65% | 98.65% |