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 | 0.80% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'643 CHF | 187'381 CHF | 99.36% | 99.36% |
19.11.2024 | 0.75% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'924 CHF | 200'141 CHF | 98.84% | 98.84% |
18.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 560'783 CHF | 188'428 CHF | 96.47% | 96.47% |
15.11.2024 | 0.59% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 755'513 CHF | 253'338 CHF | 95.54% | 95.54% |
14.11.2024 | 0.68% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'442 CHF | 221'314 CHF | 99.35% | 99.35% |
13.11.2024 | 0.74% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 608'525 CHF | 204'342 CHF | 88.74% | 88.74% |
12.11.2024 | 0.84% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'667 CHF | 181'389 CHF | 79.63% | 79.63% |
11.11.2024 | 0.80% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 561'101 CHF | 188'534 CHF | 89.21% | 89.21% |
08.11.2024 | 0.55% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 811'750 CHF | 272'083 CHF | 90.36% | 90.36% |
07.11.2024 | 0.51% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 878'086 CHF | 294'195 CHF | 98.67% | 98.67% |