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 | 0.57% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 782'109 CHF | 262'203 CHF | 99.38% | 99.38% |
19.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 742'830 CHF | 249'110 CHF | 99.37% | 99.37% |
18.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 756'917 CHF | 253'806 CHF | 99.38% | 99.38% |
15.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'352 CHF | 257'951 CHF | 99.36% | 99.36% |
14.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 796'991 CHF | 267'164 CHF | 99.38% | 99.38% |
13.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 782'867 CHF | 262'456 CHF | 99.38% | 99.38% |
12.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 776'657 CHF | 260'386 CHF | 99.16% | 99.16% |
11.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 804'205 CHF | 269'568 CHF | 99.37% | 99.37% |
08.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'942 CHF | 258'147 CHF | 99.37% | 99.37% |
07.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 768'871 CHF | 257'790 CHF | 98.58% | 98.58% |