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 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 812'458 CHF | 272'319 CHF | 98.94% | 98.94% |
19.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 821'806 CHF | 275'435 CHF | 90.21% | 90.21% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 782'257 CHF | 262'252 CHF | 97.19% | 97.19% |
15.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'440 CHF | 257'980 CHF | 98.33% | 98.33% |
14.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 773'011 CHF | 259'170 CHF | 98.90% | 98.90% |
13.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 790'841 CHF | 265'114 CHF | 96.58% | 96.58% |
12.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 742'803 CHF | 249'101 CHF | 93.99% | 93.99% |
11.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 791'872 CHF | 265'457 CHF | 97.90% | 97.90% |
08.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 837'518 CHF | 280'673 CHF | 93.08% | 93.08% |
07.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 828'325 CHF | 277'608 CHF | 98.19% | 98.19% |