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 | 0.66% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 681'075 CHF | 228'525 CHF | 99.19% | 99.19% |
19.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 638'275 CHF | 214'258 CHF | 98.78% | 98.78% |
18.11.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'412 CHF | 210'971 CHF | 99.22% | 99.22% |
15.11.2024 | 0.64% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'637 CHF | 234'046 CHF | 99.36% | 99.36% |
14.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 738'773 CHF | 247'758 CHF | 98.31% | 98.31% |
13.11.2024 | 0.59% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 758'786 CHF | 254'429 CHF | 95.29% | 95.29% |
12.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 781'137 CHF | 261'879 CHF | 97.47% | 97.47% |
11.11.2024 | 0.53% | 1.79 CHF | 1.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 840'035 CHF | 281'512 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 878'738 CHF | 294'413 CHF | 97.56% | 97.56% |
07.11.2024 | 0.58% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 777'688 CHF | 260'729 CHF | 98.61% | 98.61% |