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 | 0.71% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 631'956 CHF | 212'152 CHF | 99.38% | 99.38% |
19.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 593'339 CHF | 199'280 CHF | 99.37% | 99.37% |
18.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 606'800 CHF | 203'767 CHF | 99.38% | 99.38% |
15.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'852 CHF | 208'451 CHF | 99.36% | 99.36% |
14.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 648'491 CHF | 217'664 CHF | 99.38% | 99.38% |
13.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 634'367 CHF | 212'956 CHF | 99.38% | 99.38% |
12.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'157 CHF | 210'886 CHF | 99.16% | 99.16% |
11.11.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 655'704 CHF | 220'068 CHF | 99.38% | 99.38% |
08.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 621'442 CHF | 208'647 CHF | 99.37% | 99.37% |
07.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'371 CHF | 208'290 CHF | 98.58% | 98.58% |