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 | 0.57% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 785'548 CHF | 263'349 CHF | 98.84% | 98.84% |
19.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 785'178 CHF | 263'226 CHF | 98.32% | 98.32% |
18.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 774'080 CHF | 259'527 CHF | 96.77% | 96.77% |
15.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 771'239 CHF | 258'580 CHF | 98.27% | 98.27% |
14.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 785'489 CHF | 263'330 CHF | 98.90% | 98.90% |
13.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 787'702 CHF | 264'067 CHF | 86.98% | 86.98% |
12.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 768'970 CHF | 257'823 CHF | 96.36% | 96.36% |
11.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 768'982 CHF | 257'827 CHF | 98.87% | 98.87% |
08.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 773'980 CHF | 259'493 CHF | 89.99% | 89.99% |
07.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 751'413 CHF | 251'971 CHF | 98.24% | 98.24% |