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 | 0.75% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'922 CHF | 201'141 CHF | 99.36% | 99.36% |
19.11.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 617'622 CHF | 207'374 CHF | 98.00% | 98.00% |
18.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 651'226 CHF | 218'575 CHF | 97.51% | 97.51% |
15.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 645'672 CHF | 216'724 CHF | 96.95% | 96.95% |
14.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'511 CHF | 185'004 CHF | 99.36% | 99.36% |
13.11.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 589'471 CHF | 197'990 CHF | 94.63% | 94.63% |
12.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 582'597 CHF | 195'699 CHF | 96.77% | 96.77% |
11.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'159 CHF | 188'886 CHF | 99.36% | 99.36% |
08.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 548'581 CHF | 184'360 CHF | 91.01% | 91.01% |
07.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 586'649 CHF | 197'050 CHF | 97.41% | 97.41% |