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% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 657'467 CHF | 220'656 CHF | 99.37% | 99.37% |
19.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'654 CHF | 223'385 CHF | 98.89% | 98.89% |
18.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 698'394 CHF | 234'298 CHF | 97.66% | 97.66% |
15.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 694'358 CHF | 232'953 CHF | 99.37% | 99.37% |
14.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 676'869 CHF | 227'123 CHF | 99.38% | 99.38% |
13.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 673'741 CHF | 226'080 CHF | 96.89% | 96.89% |
12.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 688'423 CHF | 230'974 CHF | 96.85% | 96.85% |
11.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 707'430 CHF | 237'310 CHF | 99.39% | 99.39% |
08.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 680'155 CHF | 228'218 CHF | 91.27% | 91.27% |
07.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 699'900 CHF | 234'800 CHF | 98.69% | 98.69% |