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 | 0.51% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 887'653 CHF | 297'384 CHF | 98.84% | 98.84% |
19.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 866'013 CHF | 290'171 CHF | 90.62% | 90.62% |
18.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 855'019 CHF | 286'506 CHF | 95.47% | 95.47% |
15.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 855'903 CHF | 286'801 CHF | 97.79% | 97.79% |
14.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 858'213 CHF | 287'571 CHF | 98.73% | 98.73% |
13.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 841'439 CHF | 281'980 CHF | 96.53% | 96.53% |
12.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 918'732 CHF | 307'744 CHF | 95.52% | 95.52% |
11.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 906'984 CHF | 303'828 CHF | 98.35% | 98.35% |
08.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 931'958 CHF | 312'153 CHF | 92.98% | 92.98% |
07.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 938'017 CHF | 314'172 CHF | 97.76% | 97.76% |