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 | 0.63% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 713'375 CHF | 239'292 CHF | 98.88% | 98.88% |
19.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 722'292 CHF | 242'264 CHF | 98.87% | 98.87% |
18.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 752'212 CHF | 252'237 CHF | 96.78% | 96.78% |
15.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 760'716 CHF | 255'072 CHF | 99.37% | 99.37% |
14.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 777'135 CHF | 260'545 CHF | 99.37% | 99.37% |
13.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 758'543 CHF | 254'348 CHF | 97.01% | 97.01% |
12.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 756'048 CHF | 253'516 CHF | 96.82% | 96.82% |
11.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 730'063 CHF | 244'854 CHF | 96.89% | 96.89% |
08.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 703'944 CHF | 236'148 CHF | 93.42% | 93.42% |
07.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 711'390 CHF | 238'630 CHF | 97.90% | 97.90% |