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 | 0.86% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'903 CHF | 175'468 CHF | 99.37% | 99.37% |
19.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 524'559 CHF | 176'353 CHF | 99.37% | 99.37% |
18.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'138 CHF | 171'879 CHF | 99.26% | 99.26% |
15.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'679 CHF | 165'726 CHF | 99.38% | 99.38% |
14.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'046 CHF | 167'849 CHF | 99.36% | 99.36% |
13.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'666 CHF | 166'055 CHF | 99.38% | 99.38% |
12.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 531'788 CHF | 178'763 CHF | 99.37% | 99.37% |
11.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'455 CHF | 191'652 CHF | 99.38% | 99.38% |
08.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 572'714 CHF | 192'405 CHF | 99.38% | 99.38% |
07.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'980 CHF | 196'493 CHF | 98.37% | 98.37% |