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 | 0.64% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 699'382 CHF | 234'627 CHF | 99.44% | 99.44% |
19.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 705'057 CHF | 236'519 CHF | 98.95% | 98.95% |
18.11.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 701'443 CHF | 235'314 CHF | 97.56% | 97.56% |
15.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 699'011 CHF | 234'504 CHF | 99.44% | 99.44% |
14.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 678'590 CHF | 227'697 CHF | 99.44% | 99.44% |
13.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 638'539 CHF | 214'346 CHF | 96.93% | 96.93% |
12.11.2024 | 0.67% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 666'082 CHF | 223'527 CHF | 96.82% | 96.82% |
11.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 698'957 CHF | 234'486 CHF | 99.47% | 99.47% |
08.11.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 709'895 CHF | 238'132 CHF | 90.60% | 90.60% |
07.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 738'985 CHF | 247'828 CHF | 98.70% | 98.70% |