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 | 0.68% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 657'734 CHF | 220'745 CHF | 99.35% | 99.35% |
19.11.2024 | 0.65% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 695'666 CHF | 233'389 CHF | 98.84% | 98.84% |
18.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 660'996 CHF | 221'832 CHF | 96.36% | 96.36% |
15.11.2024 | 0.52% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 855'884 CHF | 286'795 CHF | 95.55% | 95.55% |
14.11.2024 | 0.59% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 759'932 CHF | 254'811 CHF | 99.35% | 99.35% |
13.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 149'998 | 708'316 CHF | 237'602 CHF | 88.75% | 88.75% |
12.11.2024 | 0.71% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 638'925 CHF | 214'475 CHF | 87.01% | 87.01% |
11.11.2024 | 0.68% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 449'951 | 149'950 | 660'221 CHF | 221'526 CHF | 89.70% | 89.70% |
08.11.2024 | 0.49% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 910'272 CHF | 304'924 CHF | 90.37% | 90.37% |
07.11.2024 | 0.46% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 976'989 CHF | 327'163 CHF | 98.67% | 98.67% |