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 | 0.58% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 769'207 CHF | 257'902 CHF | 99.29% | 99.29% |
19.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 722'768 CHF | 242'423 CHF | 98.98% | 98.98% |
18.11.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 710'511 CHF | 238'337 CHF | 99.24% | 99.24% |
15.11.2024 | 0.57% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 787'037 CHF | 263'846 CHF | 99.34% | 99.34% |
14.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 829'095 CHF | 277'865 CHF | 97.81% | 97.81% |
13.11.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 848'960 CHF | 284'487 CHF | 95.26% | 95.26% |
12.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 872'136 CHF | 292'212 CHF | 99.36% | 99.36% |
11.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 934'482 CHF | 312'994 CHF | 99.36% | 99.36% |
08.11.2024 | 0.46% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 971'829 CHF | 325'443 CHF | 99.33% | 99.33% |
07.11.2024 | 0.53% | 2.24 CHF | 2.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 859'961 CHF | 288'154 CHF | 98.63% | 98.63% |