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 | 0.59% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 761'103 CHF | 255'201 CHF | 99.02% | 99.02% |
19.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 757'478 CHF | 253'993 CHF | 90.21% | 90.21% |
18.11.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 839'926 CHF | 281'475 CHF | 97.01% | 97.01% |
15.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 868'148 CHF | 290'883 CHF | 98.42% | 98.42% |
14.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 901'254 CHF | 301'918 CHF | 98.45% | 98.45% |
13.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 771'043 CHF | 258'514 CHF | 96.59% | 96.59% |
12.11.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 808'477 CHF | 270'992 CHF | 95.94% | 95.94% |
11.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 856'714 CHF | 287'071 CHF | 98.24% | 98.24% |
08.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 838'172 CHF | 280'891 CHF | 93.00% | 93.00% |
07.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 857'807 CHF | 287'436 CHF | 98.20% | 98.20% |