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 | 0.52% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 858'462 CHF | 287'654 CHF | 99.42% | 99.42% |
19.11.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 812'779 CHF | 272'426 CHF | 99.31% | 99.31% |
18.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 802'234 CHF | 268'911 CHF | 99.39% | 99.39% |
15.11.2024 | 0.51% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 875'740 CHF | 293'413 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 918'394 CHF | 307'631 CHF | 98.34% | 98.34% |
13.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 937'924 CHF | 314'141 CHF | 95.29% | 95.29% |
12.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 960'167 CHF | 321'556 CHF | 97.43% | 97.43% |
11.11.2024 | 0.44% | 2.19 CHF | 2.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'020'600 CHF | 341'701 CHF | 99.37% | 99.37% |
08.11.2024 | 0.42% | 2.27 CHF | 2.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'058'110 CHF | 354'202 CHF | 97.56% | 97.56% |
07.11.2024 | 0.47% | 2.43 CHF | 2.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 950'515 CHF | 318'338 CHF | 98.60% | 98.60% |