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 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 621'116 CHF | 208'539 CHF | 98.85% | 98.85% |
19.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'184 CHF | 208'228 CHF | 98.31% | 98.31% |
18.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 608'679 CHF | 204'393 CHF | 96.77% | 96.77% |
15.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 605'334 CHF | 203'278 CHF | 98.28% | 98.28% |
14.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'814 CHF | 208'105 CHF | 98.88% | 98.88% |
13.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 622'392 CHF | 208'964 CHF | 86.89% | 86.89% |
12.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'800 CHF | 202'767 CHF | 96.33% | 96.33% |
11.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'380 CHF | 202'627 CHF | 98.89% | 98.89% |
08.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'727 CHF | 204'076 CHF | 89.99% | 89.99% |
07.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'771 CHF | 196'424 CHF | 98.27% | 98.27% |