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 | 0.56% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 806'908 CHF | 270'469 CHF | 99.44% | 99.44% |
19.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 812'454 CHF | 272'318 CHF | 98.95% | 98.95% |
18.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 809'128 CHF | 271'209 CHF | 97.69% | 97.69% |
15.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 806'880 CHF | 270'460 CHF | 99.44% | 99.44% |
14.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 786'366 CHF | 263'622 CHF | 99.44% | 99.44% |
13.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 746'246 CHF | 250'248 CHF | 96.93% | 96.93% |
12.11.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 773'718 CHF | 259'406 CHF | 96.87% | 96.87% |
11.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 806'766 CHF | 270'422 CHF | 99.47% | 99.47% |
08.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 817'854 CHF | 274'118 CHF | 90.59% | 90.59% |
07.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 847'279 CHF | 283'926 CHF | 98.69% | 98.69% |