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 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'645 CHF | 182'048 CHF | 98.88% | 98.88% |
19.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'854 CHF | 185'118 CHF | 98.87% | 98.87% |
18.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'410 CHF | 194'637 CHF | 96.67% | 96.67% |
15.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 588'659 CHF | 197'720 CHF | 99.37% | 99.37% |
14.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'778 CHF | 203'093 CHF | 99.37% | 99.37% |
13.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 587'328 CHF | 197'276 CHF | 96.85% | 96.85% |
12.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'942 CHF | 196'480 CHF | 96.87% | 96.87% |
11.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'158 CHF | 187'886 CHF | 96.90% | 96.90% |
08.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 535'772 CHF | 180'091 CHF | 93.42% | 93.42% |
07.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 542'163 CHF | 182'221 CHF | 97.89% | 97.89% |