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 | 0.61% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 738'828 CHF | 247'776 CHF | 99.44% | 99.44% |
19.11.2024 | 0.65% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 694'594 CHF | 233'032 CHF | 99.10% | 99.10% |
18.11.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 684'704 CHF | 229'735 CHF | 98.99% | 98.99% |
15.11.2024 | 0.59% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 755'228 CHF | 253'243 CHF | 99.36% | 99.36% |
14.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 797'082 CHF | 267'194 CHF | 98.15% | 98.15% |
13.11.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 817'038 CHF | 273'846 CHF | 95.26% | 95.26% |
12.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 839'322 CHF | 281'274 CHF | 97.48% | 97.48% |
11.11.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 898'931 CHF | 301'144 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 937'262 CHF | 313'921 CHF | 97.56% | 97.56% |
07.11.2024 | 0.54% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 833'678 CHF | 279'393 CHF | 98.61% | 98.61% |