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 | 0.66% | 1.46 CHF | 1.47 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'129'670 CHF | 454'869 CHF | 97.63% | 97.63% |
19.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'124'630 CHF | 452'853 CHF | 89.99% | 89.99% |
18.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'157'970 CHF | 466'187 CHF | 93.88% | 93.88% |
15.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'122'260 CHF | 451'902 CHF | 94.09% | 94.09% |
14.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'110'170 CHF | 447'069 CHF | 97.35% | 97.35% |
13.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'102'530 CHF | 444'012 CHF | 94.31% | 94.31% |
12.11.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'128'650 CHF | 454'459 CHF | 92.57% | 92.57% |
11.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'148'670 CHF | 462'467 CHF | 94.26% | 94.26% |
08.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'130'030 CHF | 455'013 CHF | 92.61% | 92.61% |
07.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 750'000 | 300'000 | 750'000 | 300'000 | 1'169'380 CHF | 470'751 CHF | 97.77% | 97.77% |