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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 692'458 CHF | 154'880 CHF | 61.26% | 61.26% |
25.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 689'296 CHF | 154'177 CHF | 99.17% | 99.17% |
22.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 702'383 CHF | 157'085 CHF | 99.17% | 99.17% |
20.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 734'315 CHF | 164'181 CHF | 99.16% | 99.16% |
19.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 770'353 CHF | 172'190 CHF | 99.16% | 99.16% |
18.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 768'409 CHF | 171'757 CHF | 99.22% | 99.22% |
15.11.2024 | 0.66% | 1.69 CHF | 1.70 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 678'642 CHF | 151'809 CHF | 99.17% | 99.17% |
14.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 563'021 CHF | 126'116 CHF | 99.15% | 99.15% |
13.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 581'237 CHF | 130'164 CHF | 99.16% | 99.16% |
12.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 553'553 CHF | 124'012 CHF | 99.16% | 99.16% |