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 | 0.81% | 1.23 CHF | 1.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 184'270 CHF | 61'923 CHF | 99.16% | 99.16% |
19.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 182'850 CHF | 61'450 CHF | 99.17% | 99.17% |
18.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 185'907 CHF | 62'469 CHF | 99.22% | 99.22% |
15.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 185'647 CHF | 62'382 CHF | 99.17% | 99.17% |
14.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 183'015 CHF | 61'505 CHF | 99.15% | 99.15% |
13.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 178'894 CHF | 60'131 CHF | 99.16% | 99.16% |
12.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 176'085 CHF | 59'195 CHF | 99.16% | 99.16% |
11.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 187'507 CHF | 63'002 CHF | 99.17% | 99.17% |
08.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 186'273 CHF | 62'591 CHF | 99.16% | 99.16% |
07.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 185'926 CHF | 62'475 CHF | 98.18% | 98.18% |