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 | 0.73% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 611'171 CHF | 205'224 CHF | 90.20% | 90.20% |
19.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 602'125 CHF | 202'208 CHF | 95.55% | 95.55% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'499 CHF | 211'333 CHF | 94.10% | 94.10% |
15.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'888 CHF | 199'796 CHF | 94.64% | 94.64% |
14.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 586'093 CHF | 196'864 CHF | 97.37% | 97.37% |
13.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'217 CHF | 194'572 CHF | 96.80% | 96.80% |
12.11.2024 | 0.74% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'046 CHF | 202'515 CHF | 93.20% | 93.20% |
11.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'881 CHF | 208'460 CHF | 95.35% | 95.35% |
08.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'737 CHF | 202'746 CHF | 98.17% | 98.17% |
07.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'535 CHF | 215'012 CHF | 97.68% | 97.68% |