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 | 0.74% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 602'206 CHF | 202'235 CHF | 99.44% | 99.44% |
19.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'995 CHF | 204'165 CHF | 98.95% | 98.95% |
18.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'069 CHF | 202'856 CHF | 97.50% | 97.50% |
15.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'414 CHF | 201'971 CHF | 99.44% | 99.44% |
14.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'247 CHF | 195'249 CHF | 99.44% | 99.44% |
13.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'102 CHF | 181'867 CHF | 96.92% | 96.92% |
12.11.2024 | 0.79% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 568'799 CHF | 191'100 CHF | 96.95% | 96.95% |
11.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'596 CHF | 202'032 CHF | 99.47% | 99.47% |
08.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 612'322 CHF | 205'607 CHF | 90.59% | 90.59% |
07.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'930 CHF | 215'143 CHF | 98.69% | 98.69% |