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 | 0.52% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 868'744 CHF | 291'081 CHF | 99.03% | 99.03% |
19.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 864'954 CHF | 289'818 CHF | 90.21% | 90.21% |
18.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 947'828 CHF | 317'443 CHF | 96.66% | 96.66% |
15.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 976'154 CHF | 326'885 CHF | 98.41% | 98.41% |
14.11.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'009'060 CHF | 337'854 CHF | 98.45% | 98.45% |
13.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 878'948 CHF | 294'483 CHF | 96.48% | 96.48% |
12.11.2024 | 0.49% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 916'222 CHF | 306'907 CHF | 95.93% | 95.93% |
11.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 964'576 CHF | 323'025 CHF | 98.23% | 98.23% |
08.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 946'226 CHF | 316'909 CHF | 93.01% | 93.01% |
07.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 966'242 CHF | 323'581 CHF | 98.19% | 98.19% |