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 | 0.54% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 835'210 CHF | 279'903 CHF | 99.03% | 99.03% |
19.11.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 788'207 CHF | 264'236 CHF | 98.89% | 98.89% |
18.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 776'576 CHF | 260'359 CHF | 99.24% | 99.24% |
15.11.2024 | 0.53% | 1.76 CHF | 1.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 852'640 CHF | 285'713 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 895'287 CHF | 299'929 CHF | 98.08% | 98.08% |
13.11.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 914'853 CHF | 306'451 CHF | 95.27% | 95.27% |
12.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 937'810 CHF | 314'103 CHF | 99.38% | 99.38% |
11.11.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 999'995 CHF | 334'832 CHF | 99.38% | 99.38% |
08.11.2024 | 0.43% | 2.22 CHF | 2.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'036'420 CHF | 346'974 CHF | 99.38% | 99.38% |
07.11.2024 | 0.49% | 2.38 CHF | 2.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 924'261 CHF | 309'587 CHF | 98.56% | 98.56% |