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 | 0.77% | 1.32 CHF | 1.33 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 582'174 CHF | 130'372 CHF | 99.38% | 99.38% |
19.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 476'201 CHF | 106'823 CHF | 99.38% | 99.38% |
18.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 497'860 CHF | 111'636 CHF | 99.38% | 99.38% |
15.11.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 514'087 CHF | 115'242 CHF | 98.91% | 98.91% |
14.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 532'999 CHF | 119'444 CHF | 99.38% | 99.38% |
13.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 482'077 CHF | 108'128 CHF | 99.38% | 99.38% |
12.11.2024 | 0.87% | 1.06 CHF | 1.07 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 512'317 CHF | 114'848 CHF | 99.16% | 99.16% |
11.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 540'371 CHF | 121'082 CHF | 99.38% | 99.38% |
08.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 545'739 CHF | 122'275 CHF | 99.38% | 99.38% |
07.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 557'035 CHF | 124'786 CHF | 98.58% | 98.58% |