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 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'658 CHF | 210'052 CHF | 99.18% | 99.18% |
19.11.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'108 CHF | 196'203 CHF | 99.40% | 99.40% |
18.11.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 574'656 CHF | 193'052 CHF | 99.53% | 99.53% |
15.11.2024 | 0.70% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 641'575 CHF | 215'358 CHF | 99.36% | 99.36% |
14.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 682'246 CHF | 228'916 CHF | 98.53% | 98.53% |
13.11.2024 | 0.64% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 702'545 CHF | 235'682 CHF | 95.26% | 95.26% |
12.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 724'812 CHF | 243'104 CHF | 98.48% | 98.48% |
11.11.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 782'756 CHF | 262'419 CHF | 99.37% | 99.37% |
08.11.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 821'487 CHF | 275'329 CHF | 97.51% | 97.51% |
07.11.2024 | 0.63% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 723'195 CHF | 242'565 CHF | 98.60% | 98.60% |