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% | 1.76 CHF | 1.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 791'199 CHF | 265'233 CHF | 98.95% | 98.95% |
19.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 800'802 CHF | 268'434 CHF | 90.22% | 90.22% |
18.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 761'248 CHF | 255'249 CHF | 96.99% | 96.99% |
15.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 748'210 CHF | 250'903 CHF | 98.33% | 98.33% |
14.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 751'991 CHF | 252'164 CHF | 98.91% | 98.91% |
13.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'489 CHF | 257'996 CHF | 96.44% | 96.44% |
12.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 721'667 CHF | 242'056 CHF | 93.91% | 93.91% |
11.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 770'721 CHF | 258'407 CHF | 97.90% | 97.90% |
08.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 816'295 CHF | 273'598 CHF | 93.08% | 93.08% |
07.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 807'136 CHF | 270'545 CHF | 98.22% | 98.22% |