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 | 0.70% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 638'049 CHF | 214'183 CHF | 98.88% | 98.88% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 614'618 CHF | 206'373 CHF | 95.76% | 95.76% |
18.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 648'473 CHF | 217'658 CHF | 97.02% | 97.02% |
15.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 639'684 CHF | 214'728 CHF | 94.79% | 94.79% |
14.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'192 CHF | 207'897 CHF | 98.85% | 98.85% |
13.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 608'257 CHF | 204'252 CHF | 98.25% | 98.25% |
12.11.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 634'012 CHF | 212'837 CHF | 98.93% | 98.93% |
11.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'824 CHF | 211'441 CHF | 98.92% | 98.92% |
08.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'438 CHF | 200'979 CHF | 97.33% | 97.33% |
07.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 661'114 CHF | 221'871 CHF | 98.18% | 98.18% |