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 | 0.79% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'120 CHF | 191'207 CHF | 99.03% | 99.03% |
19.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 565'697 CHF | 190'066 CHF | 90.21% | 90.21% |
18.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'179 CHF | 217'226 CHF | 97.15% | 97.15% |
15.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 675'442 CHF | 226'647 CHF | 98.41% | 98.41% |
14.11.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 708'770 CHF | 237'757 CHF | 98.44% | 98.44% |
13.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'733 CHF | 194'411 CHF | 96.44% | 96.44% |
12.11.2024 | 0.73% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 616'464 CHF | 206'988 CHF | 95.82% | 95.82% |
11.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 664'241 CHF | 222'914 CHF | 98.23% | 98.23% |
08.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 645'281 CHF | 216'594 CHF | 93.00% | 93.00% |
07.11.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 664'332 CHF | 222'944 CHF | 98.19% | 98.19% |