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% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 633'008 CHF | 212'503 CHF | 99.37% | 99.37% |
19.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 636'131 CHF | 213'544 CHF | 99.37% | 99.37% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 622'758 CHF | 209'086 CHF | 99.26% | 99.26% |
15.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'892 CHF | 202'797 CHF | 99.38% | 99.38% |
14.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 609'920 CHF | 204'807 CHF | 99.36% | 99.36% |
13.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'771 CHF | 202'757 CHF | 99.37% | 99.37% |
12.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 642'705 CHF | 215'735 CHF | 99.37% | 99.37% |
11.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 681'369 CHF | 228'623 CHF | 99.38% | 99.38% |
08.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 683'447 CHF | 229'316 CHF | 99.37% | 99.37% |
07.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 696'073 CHF | 233'524 CHF | 98.37% | 98.37% |