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 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 622'295 CHF | 208'932 CHF | 98.72% | 98.72% |
19.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'921 CHF | 208'474 CHF | 90.65% | 90.65% |
18.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'803 CHF | 203'101 CHF | 96.63% | 96.63% |
15.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 613'783 CHF | 206'094 CHF | 98.29% | 98.29% |
14.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 632'223 CHF | 212'241 CHF | 98.95% | 98.95% |
13.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'455 CHF | 217'318 CHF | 86.97% | 86.97% |
12.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'399 CHF | 207'633 CHF | 96.33% | 96.33% |
11.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 623'595 CHF | 209'365 CHF | 98.93% | 98.93% |
08.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 627'224 CHF | 210'575 CHF | 98.90% | 98.90% |
07.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 606'364 CHF | 203'621 CHF | 98.21% | 98.21% |