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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 675'903 CHF | 226'801 CHF | 97.89% | 97.89% |
20.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 656'095 CHF | 220'198 CHF | 98.88% | 98.88% |
19.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 666'093 CHF | 223'531 CHF | 98.88% | 98.88% |
18.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 695'722 CHF | 233'408 CHF | 96.73% | 96.73% |
15.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 703'837 CHF | 236'112 CHF | 99.37% | 99.37% |
14.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 720'580 CHF | 241'693 CHF | 99.37% | 99.37% |
13.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 701'605 CHF | 235'368 CHF | 96.95% | 96.95% |
12.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 699'545 CHF | 234'682 CHF | 96.91% | 96.91% |
11.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 673'552 CHF | 226'017 CHF | 96.89% | 96.89% |
08.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 649'010 CHF | 217'837 CHF | 93.42% | 93.42% |