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 | 0.88% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'433 CHF | 171'311 CHF | 98.89% | 98.89% |
19.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'552 CHF | 169'684 CHF | 95.77% | 95.77% |
18.11.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 587'272 CHF | 197'257 CHF | 97.00% | 97.00% |
15.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 614'170 CHF | 206'223 CHF | 94.77% | 94.77% |
14.11.2024 | 0.69% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'758 CHF | 217'419 CHF | 97.70% | 97.70% |
13.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'088 CHF | 174'529 CHF | 98.27% | 98.27% |
12.11.2024 | 0.81% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'244 CHF | 186'915 CHF | 98.33% | 98.33% |
11.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'481 CHF | 202'994 CHF | 98.72% | 98.72% |
08.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'492 CHF | 196'331 CHF | 97.69% | 97.69% |
07.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'000 CHF | 202'833 CHF | 98.13% | 98.13% |