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 | 0.65% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 692'788 CHF | 232'429 CHF | 98.72% | 98.72% |
19.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 691'320 CHF | 231'940 CHF | 90.64% | 90.64% |
18.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 675'449 CHF | 226'650 CHF | 96.62% | 96.62% |
15.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 684'665 CHF | 229'722 CHF | 98.28% | 98.28% |
14.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 702'975 CHF | 235'825 CHF | 98.95% | 98.95% |
13.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 718'198 CHF | 240'899 CHF | 87.00% | 87.00% |
12.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 689'033 CHF | 231'178 CHF | 96.36% | 96.36% |
11.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 694'275 CHF | 232'925 CHF | 98.94% | 98.94% |
08.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 698'202 CHF | 234'234 CHF | 98.88% | 98.88% |
07.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 677'606 CHF | 227'369 CHF | 98.21% | 98.21% |