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 | 0.75% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'328 CHF | 201'609 CHF | 98.84% | 98.84% |
19.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'704 CHF | 194'401 CHF | 90.60% | 90.60% |
18.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 566'901 CHF | 190'467 CHF | 95.31% | 95.31% |
15.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 566'778 CHF | 190'426 CHF | 97.78% | 97.78% |
14.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'952 CHF | 191'484 CHF | 98.73% | 98.73% |
13.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 552'921 CHF | 185'807 CHF | 96.46% | 96.46% |
12.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 630'384 CHF | 211'628 CHF | 95.57% | 95.57% |
11.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'501 CHF | 207'667 CHF | 98.36% | 98.36% |
08.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'864 CHF | 215'788 CHF | 92.99% | 92.99% |
07.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'583 CHF | 217'361 CHF | 97.76% | 97.76% |