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 | 0.63% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 715'065 CHF | 239'855 CHF | 98.85% | 98.85% |
19.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 693'677 CHF | 232'726 CHF | 90.61% | 90.61% |
18.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 682'371 CHF | 228'957 CHF | 95.57% | 95.57% |
15.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 682'190 CHF | 228'897 CHF | 97.78% | 97.78% |
14.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 685'252 CHF | 229'917 CHF | 98.73% | 98.73% |
13.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 667'914 CHF | 224'138 CHF | 96.51% | 96.51% |
12.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 745'158 CHF | 249'886 CHF | 95.57% | 95.57% |
11.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 733'951 CHF | 246'150 CHF | 98.35% | 98.35% |
08.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 758'407 CHF | 254'302 CHF | 92.98% | 92.98% |
07.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 763'662 CHF | 256'054 CHF | 97.74% | 97.74% |