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 | 0.70% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'436 CHF | 215'645 CHF | 99.01% | 99.01% |
19.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 638'758 CHF | 214'419 CHF | 90.21% | 90.21% |
18.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 720'650 CHF | 241'717 CHF | 96.41% | 96.41% |
15.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 748'931 CHF | 251'144 CHF | 98.42% | 98.42% |
14.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 782'138 CHF | 262'213 CHF | 98.45% | 98.45% |
13.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 652'223 CHF | 218'908 CHF | 96.48% | 96.48% |
12.11.2024 | 0.65% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 689'913 CHF | 231'471 CHF | 95.83% | 95.83% |
11.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 737'881 CHF | 247'460 CHF | 98.23% | 98.23% |
08.11.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 718'572 CHF | 241'024 CHF | 93.03% | 93.03% |
07.11.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 738'078 CHF | 247'526 CHF | 98.17% | 98.17% |