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 | 0.55% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 819'087 CHF | 274'529 CHF | 98.73% | 98.73% |
19.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 817'530 CHF | 274'010 CHF | 90.15% | 90.15% |
18.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 801'999 CHF | 268'833 CHF | 96.19% | 96.19% |
15.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 811'533 CHF | 272'011 CHF | 98.29% | 98.29% |
14.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 829'744 CHF | 278'081 CHF | 98.94% | 98.94% |
13.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 845'007 CHF | 283'169 CHF | 86.84% | 86.84% |
12.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 815'709 CHF | 273'403 CHF | 96.25% | 96.25% |
11.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 821'248 CHF | 275'249 CHF | 98.94% | 98.94% |
08.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 825'286 CHF | 276'595 CHF | 98.86% | 98.86% |
07.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 805'211 CHF | 269'904 CHF | 98.19% | 98.19% |