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 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 703'677 CHF | 236'059 CHF | 99.47% | 99.47% |
19.11.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 657'079 CHF | 220'526 CHF | 99.16% | 99.16% |
18.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'617 CHF | 216'372 CHF | 99.57% | 99.57% |
15.11.2024 | 0.62% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 720'616 CHF | 241'705 CHF | 99.36% | 99.36% |
14.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 763'439 CHF | 255'980 CHF | 97.66% | 97.66% |
13.11.2024 | 0.57% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 783'833 CHF | 262'778 CHF | 95.26% | 95.26% |
12.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 806'932 CHF | 270'477 CHF | 97.47% | 97.47% |
11.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 869'135 CHF | 291'212 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 906'875 CHF | 303'792 CHF | 97.55% | 97.55% |
07.11.2024 | 0.57% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 796'388 CHF | 266'963 CHF | 98.60% | 98.60% |