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 | 0.74% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'870 CHF | 202'123 CHF | 98.88% | 98.88% |
19.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 611'604 CHF | 205'368 CHF | 98.87% | 98.87% |
18.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 641'148 CHF | 215'216 CHF | 96.79% | 96.79% |
15.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 648'947 CHF | 217'816 CHF | 99.37% | 99.37% |
14.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'507 CHF | 223'336 CHF | 99.38% | 99.38% |
13.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'163 CHF | 217'221 CHF | 96.96% | 96.96% |
12.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 645'104 CHF | 216'535 CHF | 96.91% | 96.91% |
11.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'147 CHF | 207'882 CHF | 96.88% | 96.88% |
08.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'071 CHF | 199'857 CHF | 93.42% | 93.42% |
07.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 602'246 CHF | 202'249 CHF | 97.91% | 97.91% |