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 | 0.64% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 705'358 CHF | 236'619 CHF | 98.92% | 98.92% |
19.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 714'877 CHF | 239'792 CHF | 90.21% | 90.21% |
18.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 675'063 CHF | 226'521 CHF | 97.13% | 97.13% |
15.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 661'848 CHF | 222'116 CHF | 98.34% | 98.34% |
14.11.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'680 CHF | 223'393 CHF | 98.90% | 98.90% |
13.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 683'274 CHF | 229'258 CHF | 96.39% | 96.39% |
12.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 635'445 CHF | 213'315 CHF | 94.02% | 94.02% |
11.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 684'408 CHF | 229'636 CHF | 97.87% | 97.87% |
08.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 729'764 CHF | 244'755 CHF | 93.08% | 93.08% |
07.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 720'176 CHF | 241'559 CHF | 98.20% | 98.20% |